+157.7%
NEM vs EMR
+60.6%
+97.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.7% |
| 7D | +3.1% | +0.9% | +2.1% | +2.7% |
| 30D | +10.0% | -5.0% | +14.9% | +11.9% |
| 3M | +30.9% | +5.9% | +25.0% | +28.1% |
| 6M | +10.5% | +7.3% | +3.2% | +7.7% |
| YTD | +29.7% | +14.6% | +15.2% | +24.5% |
| 1Y | +71.1% | +15.6% | +55.5% | +63.6% |
| 3Y | +252.1% | +60.2% | +191.9% | +200.5% |
| 5Y | +157.7% | +65.8% | +91.9% | +107.0% |
| All | +157.7% | +60.6% | +97.1% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling