+2,515.2%
NI vs EME
+62,686.5%
-60,171.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.8% |
| 7D | +2.3% | +5.2% | -2.9% | +1.4% |
| 30D | -1.7% | -5.4% | +3.7% | -0.8% |
| 3M | -8.0% | -6.1% | -1.9% | -7.6% |
| 6M | -8.6% | +9.7% | -18.3% | -11.1% |
| YTD | +2.3% | +26.6% | -24.2% | -3.3% |
| 1Y | +6.9% | +24.6% | -17.7% | +0.7% |
| 3Y | +70.6% | +249.6% | -179.0% | +29.2% |
| 5Y | +96.4% | +556.6% | -460.2% | +30.7% |
| 10Y | +136.1% | +1,286.6% | -1,150.5% | +32.8% |
| All | +2,515.2% | +62,686.5% | -60,171.3% | +978.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling