+245.8%
NEM vs EMB
+126.5%
+119.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.3% |
| 7D | -5.9% | -0.7% | -5.2% | -5.4% |
| 30D | -2.6% | +0.5% | -3.1% | -2.8% |
| 3M | -4.2% | -2.5% | -1.7% | -2.2% |
| 6M | -5.5% | -2.0% | -3.5% | -3.6% |
| YTD | +13.5% | -0.9% | +14.4% | +15.0% |
| 1Y | +22.2% | -0.3% | +22.5% | +23.3% |
| 3Y | +249.0% | +29.2% | +219.8% | +196.2% |
| 5Y | +120.1% | +7.4% | +112.7% | +109.0% |
| 10Y | +356.3% | +35.8% | +320.5% | +282.2% |
| All | +245.8% | +126.5% | +119.2% | +163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling