+62,927.0%
EME vs NTRS
+3,914.9%
+59,012.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.3% | +3.8% |
| 7D | +3.5% | +1.4% | +2.1% | +2.9% |
| 30D | -6.3% | -0.7% | -5.7% | -6.1% |
| 3M | -3.8% | +11.3% | -15.1% | -8.4% |
| 6M | +8.5% | +35.5% | -27.0% | -5.8% |
| YTD | +27.8% | +40.6% | -12.8% | +8.6% |
| 1Y | +22.2% | +49.2% | -27.0% | +1.0% |
| 3Y | +253.5% | +167.2% | +86.2% | +120.0% |
| 5Y | +578.6% | +94.9% | +483.7% | +372.4% |
| 10Y | +1,355.6% | +259.5% | +1,096.1% | +655.3% |
| All | +62,927.0% | +3,914.9% | +59,012.0% | +14,272.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling