+97.2%
NI vs EME
+575.5%
-478.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.6% |
| 7D | 0.0% | +3.5% | -3.5% | -0.4% |
| 30D | -1.4% | -6.3% | +4.9% | -0.6% |
| 3M | -10.6% | -3.8% | -6.8% | -10.5% |
| 6M | -9.3% | +8.5% | -17.8% | -11.2% |
| YTD | +1.1% | +27.8% | -26.7% | -3.8% |
| 1Y | +3.4% | +22.2% | -18.8% | -1.7% |
| 3Y | +67.9% | +253.5% | -185.6% | +23.4% |
| All | +97.2% | +575.5% | -478.4% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling