+1,344.7%
EME vs NTRS
+259.9%
+1,084.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +3.7% |
| 7D | +3.5% | +1.4% | +2.1% | +2.7% |
| 30D | -6.3% | -0.7% | -5.7% | -6.0% |
| 3M | -3.8% | +11.3% | -15.1% | -9.3% |
| 6M | +8.5% | +35.5% | -27.0% | -8.4% |
| YTD | +27.8% | +40.6% | -12.8% | +5.1% |
| 1Y | +22.2% | +49.2% | -27.0% | -2.8% |
| 3Y | +253.5% | +167.2% | +86.2% | +98.9% |
| 5Y | +578.6% | +94.9% | +483.7% | +337.6% |
| All | +1,344.7% | +259.9% | +1,084.7% | +493.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling