+1,874.2%
EME vs NWSA
+122.3%
+1,751.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | +2.7% | -3.1% | +5.8% | +3.9% |
| 30D | -6.8% | +4.3% | -11.1% | -8.5% |
| 3M | -8.8% | +9.2% | -18.1% | -13.0% |
| 6M | +5.0% | +21.6% | -16.6% | -4.5% |
| YTD | +23.5% | +14.2% | +9.3% | +14.4% |
| 1Y | +21.3% | +1.8% | +19.6% | +17.4% |
| 3Y | +241.1% | +44.4% | +196.6% | +182.2% |
| 5Y | +549.2% | +41.0% | +508.2% | +427.5% |
| 10Y | +1,306.4% | +150.0% | +1,156.4% | +736.3% |
| All | +1,874.2% | +122.3% | +1,751.9% | +1,120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling