+476.9%
NEM vs EMR
+4,039.8%
-3,562.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | +0.3% | -1.5% | +1.8% | +0.6% |
| 30D | +23.1% | -5.6% | +28.7% | +24.4% |
| 3M | +18.5% | +7.9% | +10.5% | +16.9% |
| 6M | +7.8% | +6.0% | +1.8% | +6.7% |
| YTD | +29.1% | +16.4% | +12.7% | +25.9% |
| 1Y | +72.7% | +16.6% | +56.0% | +68.2% |
| 3Y | +248.7% | +62.9% | +185.9% | +218.6% |
| 5Y | +148.7% | +60.1% | +88.6% | +126.1% |
| 10Y | +304.8% | +268.7% | +36.0% | +212.3% |
| All | +476.9% | +4,039.8% | -3,562.9% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling