+344.1%
NEM vs EMB
+36.5%
+307.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.7% |
| 7D | -6.4% | -0.9% | -5.5% | -5.4% |
| 30D | +1.4% | +0.4% | +1.1% | +1.2% |
| 3M | -0.7% | -3.1% | +2.4% | +2.9% |
| 6M | -4.5% | -2.1% | -2.4% | -1.8% |
| YTD | +14.0% | -1.1% | +15.1% | +16.4% |
| 1Y | +27.3% | -0.1% | +27.3% | +28.6% |
| 3Y | +250.5% | +29.6% | +220.9% | +178.2% |
| 5Y | +121.1% | +7.2% | +113.9% | +107.3% |
| All | +344.1% | +36.5% | +307.6% | +154.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling