+6.8%
NOW vs EME
+529.3%
-522.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.3% |
| 7D | -2.4% | +1.9% | -4.3% | -2.8% |
| 30D | +20.5% | -8.3% | +28.8% | +22.3% |
| 3M | +18.3% | -10.7% | +29.1% | +20.0% |
| 6M | +24.1% | +1.9% | +22.2% | +18.9% |
| YTD | -7.8% | +23.5% | -31.3% | -18.9% |
| 1Y | -21.4% | +18.0% | -39.4% | -31.6% |
| 3Y | +19.5% | +236.1% | -216.6% | -43.2% |
| All | +6.8% | +529.3% | -522.4% | -68.3% |
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 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