+63.6%
EMR vs NI
+94.6%
-31.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -9.4% | -1.4% | -8.0% | -9.0% |
| 3M | +8.6% | -10.6% | +19.2% | +12.9% |
| 6M | +6.7% | -9.9% | +16.6% | +10.5% |
| YTD | +13.1% | +1.2% | +11.9% | +11.8% |
| 1Y | +12.7% | +4.4% | +8.3% | +10.0% |
| 3Y | +58.1% | +68.6% | -10.5% | +27.4% |
| 5Y | +63.6% | +98.0% | -34.4% | +25.4% |
| All | +63.6% | +94.6% | -31.0% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling