+247.7%
NEM vs EAT
+612.9%
-365.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.4% |
| 7D | +3.9% | -4.9% | +8.8% | +4.4% |
| 30D | +12.7% | -1.2% | +13.9% | +12.8% |
| 3M | +28.7% | +52.2% | -23.6% | +22.9% |
| 6M | +9.8% | +65.0% | -55.3% | +3.7% |
| YTD | +28.1% | +55.0% | -26.9% | +21.9% |
| 1Y | +69.3% | +42.1% | +27.3% | +62.2% |
| 3Y | +247.7% | +614.7% | -367.0% | +155.9% |
| All | +247.7% | +612.9% | -365.2% | +155.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling