+1,381.0%
NET vs EME
+650.1%
+730.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.6% | +7.1% | +0.6% |
| 7D | -16.4% | -5.8% | -10.6% | -14.8% |
| 30D | -25.8% | -17.9% | -7.9% | -20.9% |
| 3M | -11.5% | -22.0% | +10.5% | -4.4% |
| 6M | +18.9% | -29.7% | +48.6% | +31.9% |
| YTD | +35.2% | +4.7% | +30.5% | +28.9% |
| 1Y | +14.5% | -2.1% | +16.6% | +11.7% |
| 3Y | +313.8% | +206.2% | +107.6% | +171.7% |
| 5Y | +32.6% | +411.9% | -379.3% | -25.1% |
| All | +1,381.0% | +650.1% | +730.9% | +828.2% |
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