+247.7%
NEM vs ECL
+58.2%
+189.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +3.9% | -0.8% | +4.6% | +4.1% |
| 30D | +12.7% | -2.5% | +15.2% | +13.7% |
| 3M | +28.7% | +8.3% | +20.3% | +25.0% |
| 6M | +9.8% | -1.1% | +10.9% | +9.7% |
| YTD | +28.1% | +6.5% | +21.6% | +25.5% |
| 1Y | +69.3% | +2.1% | +67.3% | +67.6% |
| 3Y | +247.7% | +57.6% | +190.1% | +225.3% |
| All | +247.7% | +58.2% | +189.4% | +225.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling