+120.1%
NEM vs EAT
+355.7%
-235.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.4% | -4.8% |
| 7D | -5.9% | -7.1% | +1.2% | -5.3% |
| 30D | -2.6% | -2.3% | -0.2% | -2.4% |
| 3M | -4.2% | -19.6% | +15.4% | -2.6% |
| 6M | -5.5% | +46.0% | -51.5% | -8.8% |
| YTD | +13.5% | +37.7% | -24.2% | +9.9% |
| 1Y | +22.2% | +73.8% | -51.6% | +16.2% |
| 3Y | +249.0% | +482.1% | -233.1% | +198.8% |
| 5Y | +120.1% | +362.5% | -242.4% | +82.7% |
| All | +120.1% | +355.7% | -235.7% | +82.7% |
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