+157.7%
NEM vs EAT
+310.8%
-153.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.5% |
| 7D | +3.1% | -6.8% | +9.8% | +3.6% |
| 30D | +10.0% | -5.4% | +15.4% | +10.4% |
| 3M | +30.9% | +42.8% | -11.9% | +27.0% |
| 6M | +10.5% | +56.5% | -46.0% | +6.2% |
| YTD | +29.7% | +50.0% | -20.3% | +25.1% |
| 1Y | +71.1% | +38.3% | +32.9% | +65.6% |
| 3Y | +252.1% | +591.6% | -339.6% | +201.9% |
| 5Y | +157.7% | +312.6% | -154.9% | +110.9% |
| All | +157.7% | +310.8% | -153.1% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling