+271.6%
NEM vs EMB
+29.7%
+241.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.5% | -3.0% |
| 7D | +11.6% | +0.5% | +11.1% | +10.8% |
| 30D | +1.8% | +0.9% | +0.9% | +0.3% |
| 3M | +2.5% | -2.1% | +4.6% | +6.8% |
| 6M | +3.4% | -2.2% | +5.6% | +8.4% |
| YTD | +20.9% | -0.6% | +21.5% | +24.0% |
| 1Y | +37.2% | +0.2% | +37.0% | +39.1% |
| 3Y | +271.6% | +29.5% | +242.1% | +149.5% |
| All | +271.6% | +29.7% | +241.9% | +149.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling