+476.9%
NEM vs EAT
+11,644.8%
-11,167.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +23.1% | +1.9% | +21.2% | +22.9% |
| 3M | +18.5% | +68.7% | -50.2% | +15.1% |
| 6M | +7.8% | +66.9% | -59.1% | +4.6% |
| YTD | +29.1% | +60.4% | -31.3% | +25.5% |
| 1Y | +72.7% | +44.0% | +28.7% | +68.5% |
| 3Y | +248.7% | +604.7% | -355.9% | +211.9% |
| 5Y | +148.7% | +347.0% | -198.3% | +124.4% |
| 10Y | +304.8% | +390.8% | -86.0% | +247.0% |
| All | +476.9% | +11,644.8% | -11,167.8% | +362.0% |
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 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