+302.3%
NEM vs DE
+863.9%
-561.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -1.0% | -2.6% | +1.6% | -0.6% |
| 30D | +7.8% | +9.0% | -1.2% | +6.2% |
| 3M | +30.2% | +19.1% | +11.1% | +26.3% |
| 6M | +9.6% | +14.4% | -4.8% | +6.9% |
| YTD | +27.8% | +45.9% | -18.1% | +20.2% |
| 1Y | +60.7% | +43.6% | +17.1% | +51.2% |
| 3Y | +245.3% | +75.9% | +169.4% | +212.7% |
| 5Y | +155.3% | +98.8% | +56.6% | +125.4% |
| All | +302.3% | +863.9% | -561.6% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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