+407.3%
NEM vs EAT
+9,981.2%
-9,573.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.4% | -4.8% |
| 7D | -5.9% | -7.1% | +1.2% | -5.5% |
| 30D | -2.6% | -2.3% | -0.2% | -2.4% |
| 3M | -4.2% | -19.6% | +15.4% | -3.2% |
| 6M | -5.5% | +46.0% | -51.5% | -7.6% |
| YTD | +13.5% | +37.7% | -24.2% | +11.2% |
| 1Y | +22.2% | +73.8% | -51.6% | +18.2% |
| 3Y | +249.0% | +482.1% | -233.1% | +215.1% |
| 5Y | +120.1% | +362.5% | -242.4% | +98.6% |
| 10Y | +356.3% | +319.3% | +37.0% | +294.2% |
| All | +407.3% | +9,981.2% | -9,573.8% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling