+1,972.6%
NOW vs EMB
+56.9%
+1,915.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.0% | -0.1% | -2.9% | -2.9% |
| 30D | -26.0% | +1.3% | -27.3% | -27.4% |
| 3M | -13.1% | -2.7% | -10.4% | -10.1% |
| 6M | +14.5% | -2.8% | +17.3% | +18.7% |
| YTD | -33.4% | -1.1% | -32.3% | -32.7% |
| 1Y | -40.6% | 0.0% | -40.6% | -40.9% |
| 3Y | -16.3% | +28.8% | -45.1% | -39.9% |
| 5Y | -26.3% | +6.0% | -32.3% | -32.3% |
| 10Y | +512.7% | +29.1% | +483.6% | +391.7% |
| All | +1,972.6% | +56.9% | +1,915.7% | +1,471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling