+300.2%
NEM vs EAT
+379.9%
-79.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -3.3% | -6.2% | +2.9% | -2.9% |
| 30D | +7.8% | -3.0% | +10.9% | +8.0% |
| 3M | +36.3% | +45.6% | -9.4% | +32.9% |
| 6M | +6.6% | +53.5% | -47.0% | +3.4% |
| YTD | +27.1% | +49.6% | -22.4% | +23.5% |
| 1Y | +62.3% | +38.9% | +23.4% | +58.1% |
| 3Y | +245.1% | +589.7% | -344.6% | +204.4% |
| 5Y | +154.0% | +318.7% | -164.7% | +126.6% |
| All | +300.2% | +379.9% | -79.7% | +217.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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