+489.5%
NEM vs EME
+62,686.4%
-62,197.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | +3.9% | +5.2% | -1.3% | +3.1% |
| 30D | +12.7% | -5.4% | +18.1% | +13.5% |
| 3M | +28.7% | -6.1% | +34.8% | +29.4% |
| 6M | +9.8% | +9.7% | +0.1% | +8.0% |
| YTD | +28.1% | +26.6% | +1.5% | +23.5% |
| 1Y | +69.3% | +24.6% | +44.7% | +62.8% |
| 3Y | +247.7% | +249.6% | -1.9% | +185.9% |
| 5Y | +153.4% | +556.6% | -403.2% | +89.4% |
| 10Y | +291.3% | +1,286.6% | -995.3% | +153.4% |
| All | +489.5% | +62,686.4% | -62,197.0% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling