+300.2%
NEM vs ECL
+155.8%
+144.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -3.3% | -2.6% | -0.6% | -2.6% |
| 30D | +7.8% | -4.6% | +12.4% | +9.3% |
| 3M | +36.3% | +6.0% | +30.3% | +33.9% |
| 6M | +6.6% | -3.0% | +9.5% | +7.3% |
| YTD | +27.1% | +4.0% | +23.1% | +25.7% |
| 1Y | +62.3% | +2.0% | +60.3% | +61.0% |
| 3Y | +245.1% | +53.9% | +191.1% | +204.5% |
| 5Y | +154.0% | +27.1% | +126.9% | +130.9% |
| All | +300.2% | +155.8% | +144.4% | +230.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling