+7,386.6%
NEE vs NEM
+419.1%
+6,967.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -2.1% | -6.4% | +4.3% | -1.6% |
| 30D | +8.6% | +1.4% | +7.2% | +8.4% |
| 3M | -0.3% | -0.7% | +0.4% | -0.4% |
| 6M | -8.9% | -4.5% | -4.4% | -9.0% |
| YTD | +8.3% | +14.0% | -5.7% | +6.4% |
| 1Y | +4.3% | +27.3% | -23.0% | +1.5% |
| 3Y | +70.7% | +250.5% | -179.8% | +52.6% |
| 5Y | +12.8% | +121.1% | -108.3% | +3.5% |
| 10Y | +287.2% | +358.3% | -71.1% | +238.5% |
| All | +7,386.6% | +419.1% | +6,967.5% | +6,233.9% |
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