+32.6%
NET vs EMB
+7.7%
+24.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -5.0% |
| 7D | -16.4% | +0.7% | -17.1% | -17.8% |
| 30D | -25.8% | +2.3% | -28.2% | -30.0% |
| 3M | -11.5% | -2.5% | -9.0% | -6.0% |
| 6M | +18.9% | -1.1% | +20.0% | +22.0% |
| YTD | +35.2% | -0.6% | +35.8% | +36.2% |
| 1Y | +14.5% | +0.6% | +13.8% | +11.9% |
| 3Y | +313.8% | +28.4% | +285.4% | +119.7% |
| 5Y | +32.6% | +7.3% | +25.2% | +4.5% |
| All | +32.6% | +7.7% | +24.8% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling