+476.9%
NEM vs ECL
+13,009.7%
-12,532.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | -2.6% | +2.9% | +0.8% |
| 30D | +23.1% | -2.2% | +25.2% | +23.6% |
| 3M | +18.5% | +10.1% | +8.4% | +16.2% |
| 6M | +7.8% | -5.7% | +13.5% | +8.9% |
| YTD | +29.1% | +7.0% | +22.2% | +27.4% |
| 1Y | +72.7% | +2.7% | +70.0% | +71.5% |
| 3Y | +248.7% | +57.7% | +191.0% | +218.9% |
| 5Y | +148.7% | +31.1% | +117.5% | +132.3% |
| 10Y | +304.8% | +150.9% | +153.9% | +233.1% |
| All | +476.9% | +13,009.7% | -12,532.7% | +310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling