+112.5%
NET vs EMB
+7.4%
+105.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.0% |
| 3M | +3.8% | -0.4% | +4.2% | +5.1% |
| 6M | +50.0% | +0.1% | +49.9% | +49.2% |
| YTD | +41.5% | +1.6% | +39.9% | +35.5% |
| 1Y | +32.8% | +5.6% | +27.2% | +15.6% |
| 3Y | +335.9% | +29.8% | +306.1% | +127.4% |
| All | +112.5% | +7.4% | +105.1% | +97.2% |
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