+302.3%
NEM vs EME
+1,362.1%
-1,059.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | 0.0% |
| 7D | -1.0% | +3.5% | -4.5% | -1.4% |
| 30D | +7.8% | -6.3% | +14.2% | +8.6% |
| 3M | +30.2% | -3.8% | +34.0% | +30.3% |
| 6M | +9.6% | +8.5% | +1.1% | +8.4% |
| YTD | +27.8% | +27.8% | 0.0% | +24.4% |
| 1Y | +60.7% | +22.2% | +38.5% | +56.3% |
| 3Y | +245.3% | +253.5% | -8.2% | +207.8% |
| 5Y | +155.3% | +578.6% | -423.3% | +119.3% |
| All | +302.3% | +1,362.1% | -1,059.8% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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