+179.6%
NEA vs SPY
+1,171.1%
-991.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | -0.5% | +0.5% | -1.0% | -0.6% |
| 30D | -2.9% | -0.9% | -2.0% | -2.7% |
| 3M | -1.7% | +3.9% | -5.6% | -2.5% |
| 6M | -2.4% | +14.5% | -16.9% | -5.3% |
| YTD | -0.6% | +12.9% | -13.5% | -3.3% |
| 1Y | +4.8% | +19.4% | -14.6% | +0.6% |
| 3Y | +32.4% | +78.5% | -46.0% | +15.8% |
| 5Y | -6.3% | +81.8% | -88.0% | -18.9% |
| 10Y | +28.0% | +311.5% | -283.5% | -8.2% |
| All | +179.6% | +1,171.1% | -991.5% | +60.7% |
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