+287.2%
NEM vs EMB
+129.5%
+157.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.4% |
| 7D | -3.3% | -1.1% | -2.2% | -2.5% |
| 30D | +7.8% | -1.1% | +8.9% | +8.7% |
| 3M | +36.3% | -0.8% | +37.0% | +37.2% |
| 6M | +6.6% | -0.1% | +6.6% | +7.1% |
| YTD | +27.1% | +0.4% | +26.7% | +27.3% |
| 1Y | +62.3% | +3.3% | +59.1% | +59.5% |
| 3Y | +245.1% | +29.0% | +216.0% | +192.5% |
| 5Y | +154.0% | +6.3% | +147.7% | +141.9% |
| 10Y | +311.0% | +29.7% | +281.3% | +250.6% |
| All | +287.2% | +129.5% | +157.7% | +191.2% |
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