+113.6%
EMR vs NXT
+246.1%
-132.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +2.1% | +15.1% | -13.0% | +0.1% |
| 30D | +4.8% | +21.8% | -17.1% | +1.6% |
| 3M | +7.5% | +1.6% | +5.9% | +6.7% |
| 6M | +20.9% | -16.7% | +37.6% | +22.2% |
| YTD | +29.2% | +20.4% | +8.8% | +24.2% |
| 1Y | +33.0% | +0.2% | +32.7% | +30.2% |
| 3Y | +109.8% | +208.7% | -98.9% | +73.1% |
| All | +113.6% | +246.1% | -132.4% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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