+344.1%
NEM vs EAT
+320.8%
+23.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -6.4% | -4.0% | -2.4% | -6.2% |
| 30D | +1.4% | -2.9% | +4.3% | +1.6% |
| 3M | -0.7% | -16.9% | +16.2% | +0.3% |
| 6M | -4.5% | +57.0% | -61.4% | -7.4% |
| YTD | +14.0% | +38.2% | -24.1% | +11.2% |
| 1Y | +27.3% | +69.3% | -42.0% | +22.7% |
| 3Y | +250.5% | +483.0% | -232.5% | +211.6% |
| 5Y | +121.1% | +364.1% | -243.1% | +96.2% |
| All | +344.1% | +320.8% | +23.3% | +275.0% |
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