+319.2%
EMR vs NWSA
+102.5%
+216.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.6% | -1.1% |
| 7D | +2.8% | +2.2% | +0.7% | +1.9% |
| 30D | +3.7% | -8.8% | +12.4% | +7.3% |
| 3M | +2.0% | -6.5% | +8.5% | +4.2% |
| 6M | +22.1% | +1.5% | +20.6% | +19.2% |
| YTD | +27.2% | +4.0% | +23.2% | +22.1% |
| 1Y | +32.0% | +3.4% | +28.6% | +27.0% |
| 3Y | +103.3% | +34.8% | +68.4% | +72.0% |
| 5Y | +88.2% | +18.4% | +69.9% | +63.8% |
| 10Y | +280.4% | +149.2% | +131.3% | +117.4% |
| All | +319.2% | +102.5% | +216.7% | +154.2% |
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