+1,449.6%
NET vs EME
+784.4%
+665.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.6% |
| 7D | -7.0% | +1.9% | -8.9% | -7.6% |
| 30D | -4.8% | -8.3% | +3.5% | -2.0% |
| 3M | +3.8% | -10.7% | +14.6% | +6.9% |
| 6M | +50.0% | +1.9% | +48.1% | +46.3% |
| YTD | +41.5% | +23.5% | +18.0% | +28.4% |
| 1Y | +32.8% | +18.0% | +14.9% | +21.6% |
| 3Y | +335.9% | +236.1% | +99.8% | +178.2% |
| 5Y | +113.8% | +527.9% | -414.0% | +14.6% |
| All | +1,449.6% | +784.4% | +665.1% | +824.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling