+140.2%
NI vs EMB
+30.3%
+109.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | 0.0% | -1.2% | +1.2% | +1.0% |
| 30D | -1.4% | -1.3% | -0.1% | -0.4% |
| 3M | -10.6% | -1.8% | -8.8% | -9.3% |
| 6M | -9.3% | +0.2% | -9.5% | -9.6% |
| YTD | +1.1% | +0.4% | +0.8% | +0.7% |
| 1Y | +3.4% | +2.8% | +0.6% | +0.9% |
| 3Y | +67.9% | +29.1% | +38.7% | +36.0% |
| 5Y | +98.0% | +6.3% | +91.7% | +89.3% |
| All | +140.2% | +30.3% | +109.8% | +99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling