+140.2%
NI vs EME
+1,362.1%
-1,222.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.9% |
| 7D | 0.0% | +3.5% | -3.5% | -0.6% |
| 30D | -1.4% | -6.3% | +4.9% | -0.2% |
| 3M | -10.6% | -3.8% | -6.8% | -10.5% |
| 6M | -9.3% | +8.5% | -17.8% | -11.9% |
| YTD | +1.1% | +27.8% | -26.7% | -5.4% |
| 1Y | +3.4% | +22.2% | -18.8% | -3.3% |
| 3Y | +67.9% | +253.5% | -185.6% | +17.8% |
| 5Y | +98.0% | +578.6% | -480.7% | +15.2% |
| All | +140.2% | +1,362.1% | -1,222.0% | +14.6% |
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