+1,344.7%
EME vs NWSA
+149.4%
+1,195.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +3.5% | -2.8% | +6.3% | +4.6% |
| 30D | -6.3% | +3.0% | -9.4% | -7.6% |
| 3M | -3.8% | +12.3% | -16.1% | -9.3% |
| 6M | +8.5% | +21.9% | -13.4% | -1.6% |
| YTD | +27.8% | +13.6% | +14.2% | +18.5% |
| 1Y | +22.2% | +0.5% | +21.7% | +19.0% |
| 3Y | +253.5% | +43.8% | +209.7% | +191.0% |
| 5Y | +578.6% | +41.2% | +537.5% | +446.5% |
| All | +1,344.7% | +149.4% | +1,195.3% | +742.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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