+154.0%
NEM vs EME
+540.8%
-386.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -3.3% | +0.9% | -4.2% | -3.5% |
| 30D | +7.8% | -8.4% | +16.2% | +9.7% |
| 3M | +36.3% | -3.6% | +39.9% | +36.5% |
| 6M | +6.6% | +3.6% | +3.0% | +5.6% |
| YTD | +27.1% | +22.5% | +4.6% | +22.5% |
| 1Y | +62.3% | +18.2% | +44.1% | +55.6% |
| 3Y | +245.1% | +238.4% | +6.7% | +178.5% |
| 5Y | +154.0% | +550.5% | -396.5% | +89.2% |
| All | +154.0% | +540.8% | -386.8% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling