+1,195.6%
NI vs EMB
+126.0%
+1,069.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.7% |
| 7D | +4.3% | -0.9% | +5.2% | +4.9% |
| 30D | +12.4% | +0.4% | +12.0% | +12.1% |
| 3M | +10.2% | -3.1% | +13.3% | +12.3% |
| 6M | -0.8% | -2.1% | +1.3% | +0.4% |
| YTD | +13.2% | -1.1% | +14.3% | +14.0% |
| 1Y | +10.1% | -0.1% | +10.1% | +10.1% |
| 3Y | +103.1% | +29.6% | +73.5% | +74.0% |
| 5Y | +115.5% | +7.2% | +108.4% | +105.0% |
| 10Y | +195.5% | +35.5% | +160.0% | +151.3% |
| All | +1,195.6% | +126.0% | +1,069.6% | +929.5% |
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 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