+1,924.6%
NOW vs EME
+2,422.1%
-497.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.1% | -1.9% | -2.7% |
| 7D | -8.7% | -8.8% | 0.0% | -6.6% |
| 30D | -29.3% | -18.2% | -11.1% | -25.5% |
| 3M | -21.8% | -20.2% | -1.6% | -17.7% |
| 6M | +9.2% | -29.9% | +39.1% | +17.6% |
| YTD | -35.0% | +5.7% | -40.7% | -41.1% |
| 1Y | -42.5% | -1.5% | -41.1% | -46.6% |
| 3Y | -21.5% | +208.4% | -230.0% | -57.1% |
| 5Y | -25.8% | +401.9% | -427.7% | -67.2% |
| 10Y | +506.3% | +914.2% | -407.9% | +80.3% |
| All | +1,924.6% | +2,422.1% | -497.5% | +458.5% |
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