+28.8%
NEA vs SPY
+322.5%
-293.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -1.7% | -0.8% | -1.0% | -1.5% |
| 30D | -3.8% | -1.1% | -2.8% | -3.6% |
| 3M | -5.2% | +3.9% | -9.1% | -6.1% |
| 6M | -3.9% | +13.6% | -17.5% | -7.0% |
| YTD | -2.2% | +12.7% | -14.9% | -5.2% |
| 1Y | +1.9% | +17.5% | -15.6% | -2.3% |
| 3Y | +30.3% | +76.9% | -46.6% | +11.9% |
| 5Y | -8.1% | +83.6% | -91.7% | -22.4% |
| All | +28.8% | +322.5% | -293.6% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling