+1,381.0%
NET vs EMB
+13.5%
+1,367.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -4.3% |
| 7D | -16.4% | +0.7% | -17.1% | -17.4% |
| 30D | -25.8% | +2.3% | -28.2% | -28.7% |
| 3M | -11.5% | -2.5% | -9.0% | -7.7% |
| 6M | +18.9% | -1.1% | +20.0% | +21.2% |
| YTD | +35.2% | -0.6% | +35.8% | +36.3% |
| 1Y | +14.5% | +0.6% | +13.8% | +13.1% |
| 3Y | +313.8% | +28.4% | +285.4% | +177.6% |
| 5Y | +32.6% | +7.3% | +25.2% | +9.0% |
| All | +1,381.0% | +13.5% | +1,367.5% | +1,146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling