+60.7%
NEM vs EMR
+15.3%
+45.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | -1.1% |
| 7D | -1.0% | -0.4% | -0.6% | -0.8% |
| 30D | +7.8% | -6.8% | +14.6% | +12.7% |
| 3M | +30.2% | +7.5% | +22.7% | +23.4% |
| 6M | +9.6% | +9.9% | -0.3% | +2.3% |
| YTD | +27.8% | +16.0% | +11.9% | +18.7% |
| 1Y | +60.7% | +12.4% | +48.3% | +48.9% |
| All | +60.7% | +15.3% | +45.4% | +48.9% |
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