+2,771.1%
NOW vs EME
+2,845.5%
-74.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.5% |
| 7D | -2.4% | +1.9% | -4.3% | -2.9% |
| 30D | +20.5% | -8.3% | +28.8% | +23.2% |
| 3M | +18.3% | -10.7% | +29.1% | +19.9% |
| 6M | +24.1% | +1.9% | +22.2% | +18.2% |
| YTD | -7.8% | +23.5% | -31.3% | -19.3% |
| 1Y | -21.4% | +18.0% | -39.4% | -31.5% |
| 3Y | +19.5% | +236.1% | -216.6% | -35.0% |
| 5Y | +4.1% | +527.9% | -523.8% | -56.9% |
| 10Y | +826.4% | +1,252.8% | -426.4% | +146.8% |
| All | +2,771.1% | +2,845.5% | -74.4% | +665.1% |
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