+302.3%
NEM vs EMR
+284.0%
+18.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | -0.1% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | +7.8% | -6.8% | +14.6% | +9.7% |
| 3M | +30.2% | +7.5% | +22.7% | +27.9% |
| 6M | +9.6% | +9.9% | -0.3% | +7.2% |
| YTD | +27.8% | +16.0% | +11.9% | +24.0% |
| 1Y | +60.7% | +12.4% | +48.3% | +56.6% |
| 3Y | +245.3% | +60.2% | +185.0% | +211.0% |
| 5Y | +155.3% | +67.9% | +87.5% | +126.0% |
| All | +302.3% | +284.0% | +18.3% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling