+247.7%
NEM vs EMR
+62.0%
+185.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.6% |
| 7D | +3.9% | +3.1% | +0.8% | +2.5% |
| 30D | +12.7% | -3.5% | +16.3% | +14.3% |
| 3M | +28.7% | +9.8% | +18.9% | +23.5% |
| 6M | +9.8% | +10.8% | -1.0% | +5.1% |
| YTD | +28.1% | +15.9% | +12.2% | +21.7% |
| 1Y | +69.3% | +16.4% | +52.9% | +60.3% |
| 3Y | +247.7% | +62.1% | +185.6% | +180.3% |
| All | +247.7% | +62.0% | +185.7% | +180.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling