+433.6%
NEM vs ECL
+14,389.6%
-13,956.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +0.3% | -2.3% | +2.6% | +0.7% |
| 30D | +1.1% | +8.3% | -7.2% | -0.4% |
| 3M | +1.3% | +8.4% | -7.2% | -0.3% |
| 6M | -1.4% | +23.3% | -24.7% | -5.4% |
| YTD | +19.4% | +18.2% | +1.2% | +15.6% |
| 1Y | +32.9% | +18.8% | +14.2% | +28.6% |
| 3Y | +267.0% | +78.5% | +188.5% | +228.0% |
| 5Y | +131.0% | +40.1% | +90.9% | +113.1% |
| 10Y | +379.9% | +196.5% | +183.4% | +283.4% |
| All | +433.6% | +14,389.6% | -13,956.0% | +272.6% |
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