+3.4%
NI vs EME
+21.8%
-18.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.3% |
| 7D | 0.0% | +3.5% | -3.5% | -0.1% |
| 30D | -1.4% | -6.3% | +4.9% | -1.1% |
| 3M | -10.6% | -3.8% | -6.8% | -10.6% |
| 6M | -9.3% | +8.5% | -17.8% | -10.4% |
| YTD | +1.1% | +27.8% | -26.7% | -1.5% |
| 1Y | +3.4% | +22.2% | -18.8% | -1.4% |
| All | +3.4% | +21.8% | -18.5% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling