+273.0%
EMR vs NI
+143.3%
+129.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.4% | 0.0% | -0.5% | -0.4% |
| 30D | -6.8% | -1.4% | -5.4% | -6.3% |
| 3M | +7.5% | -10.6% | +18.1% | +11.9% |
| 6M | +9.9% | -9.3% | +19.2% | +13.6% |
| YTD | +16.0% | +1.1% | +14.8% | +14.8% |
| 1Y | +12.4% | +3.4% | +9.1% | +10.3% |
| 3Y | +60.2% | +67.9% | -7.6% | +28.8% |
| 5Y | +67.9% | +98.0% | -30.1% | +25.2% |
| All | +273.0% | +143.3% | +129.8% | +180.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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