+72.7%
NEM vs EMR
+19.4%
+53.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.9% |
| 7D | +0.3% | -1.5% | +1.8% | +1.3% |
| 30D | +23.1% | -5.6% | +28.7% | +27.5% |
| 3M | +18.5% | +7.9% | +10.5% | +12.2% |
| 6M | +7.8% | +6.0% | +1.8% | +2.6% |
| YTD | +29.1% | +16.4% | +12.7% | +19.5% |
| 1Y | +72.7% | +16.6% | +56.0% | +58.6% |
| All | +72.7% | +19.4% | +53.2% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling