+159.4%
NEA vs SPY
+1,155.0%
-995.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -4.3% | +2.6% | -6.9% | -4.8% |
| 30D | +3.1% | -2.0% | +5.1% | +3.5% |
| 3M | -9.9% | -2.8% | -7.1% | -9.3% |
| 6M | -9.4% | +2.1% | -11.5% | -9.9% |
| YTD | -7.8% | +11.5% | -19.3% | -10.1% |
| 1Y | -6.2% | +13.5% | -19.7% | -8.9% |
| 3Y | +23.1% | +77.7% | -54.6% | +7.7% |
| 5Y | -11.3% | +72.6% | -84.0% | -22.4% |
| 10Y | +31.7% | +308.2% | -276.5% | -5.5% |
| All | +159.4% | +1,155.0% | -995.6% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling