+6.8%
NOW vs EMB
+7.4%
-0.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | 0.0% | -2.4% | -2.3% |
| 30D | +20.5% | -0.3% | +20.8% | +21.2% |
| 3M | +18.3% | -0.4% | +18.8% | +19.2% |
| 6M | +24.1% | +0.1% | +23.9% | +23.7% |
| YTD | -7.8% | +1.6% | -9.4% | -10.4% |
| 1Y | -21.4% | +5.6% | -27.0% | -28.5% |
| 3Y | +19.5% | +29.8% | -10.3% | -23.0% |
| All | +6.8% | +7.4% | -0.5% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling