+327.1%
NET vs EMB
+30.3%
+296.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -7.0% | 0.0% | -7.0% | -6.9% |
| 30D | -4.8% | -0.3% | -4.5% | -4.1% |
| 3M | +3.8% | -0.4% | +4.2% | +4.9% |
| 6M | +50.0% | +0.1% | +49.9% | +49.6% |
| YTD | +41.5% | +1.6% | +39.9% | +36.3% |
| 1Y | +32.8% | +5.6% | +27.2% | +17.6% |
| All | +327.1% | +30.3% | +296.8% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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