+7,238.0%
NEE vs NEM
+487.7%
+6,750.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.6% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | -2.2% | +23.1% | -25.2% | -3.8% |
| 3M | -1.2% | +18.5% | -19.7% | -2.7% |
| 6M | -8.6% | +7.8% | -16.3% | -9.5% |
| YTD | +6.2% | +29.1% | -22.9% | +3.4% |
| 1Y | +21.1% | +72.7% | -51.6% | +15.0% |
| 3Y | +36.4% | +248.7% | -212.3% | +22.0% |
| 5Y | +11.4% | +148.7% | -137.3% | +1.4% |
| 10Y | +250.0% | +304.8% | -54.8% | +206.8% |
| All | +7,238.0% | +487.7% | +6,750.2% | +6,055.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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