+289.2%
NEM vs EMB
+129.4%
+159.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -1.0% | -1.2% | +0.2% | -0.1% |
| 30D | +7.8% | -1.3% | +9.1% | +8.9% |
| 3M | +30.2% | -1.8% | +32.0% | +32.0% |
| 6M | +9.6% | +0.2% | +9.4% | +10.0% |
| YTD | +27.8% | +0.4% | +27.4% | +28.1% |
| 1Y | +60.7% | +2.8% | +57.9% | +58.3% |
| 3Y | +245.3% | +29.1% | +216.2% | +192.6% |
| 5Y | +155.3% | +6.3% | +149.1% | +143.3% |
| 10Y | +313.2% | +29.6% | +283.6% | +252.7% |
| All | +289.2% | +129.4% | +159.9% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1990-01-01 to 2026-09-11: compounded portfolio wealth divided by compounded EMB 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…
1990-01-01 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling