+136.6%
NEM vs ECL
+39.8%
+96.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.1% |
| 7D | +11.6% | +0.4% | +11.2% | +11.5% |
| 30D | +1.8% | +8.6% | -6.8% | -0.8% |
| 3M | +2.5% | +7.9% | -5.4% | 0.0% |
| 6M | +3.4% | +21.0% | -17.6% | -2.9% |
| YTD | +20.9% | +17.5% | +3.4% | +14.8% |
| 1Y | +37.2% | +19.7% | +17.5% | +29.6% |
| 3Y | +271.6% | +77.4% | +194.2% | +211.3% |
| 5Y | +136.6% | +38.7% | +98.0% | +102.3% |
| All | +136.6% | +39.8% | +96.8% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling