+51.1%
NEM vs ED
+27.1%
+24.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.0% | +6.9% | +10.2% |
| 7D | +3.7% | +5.4% | -1.7% | +4.4% |
| 30D | +2.0% | +16.4% | -14.4% | +4.6% |
| 3M | +21.1% | +11.9% | +9.2% | +23.2% |
| 6M | +9.5% | +11.6% | -2.0% | +11.9% |
| YTD | +19.1% | +24.1% | -5.1% | +26.1% |
| 1Y | +51.1% | +26.9% | +24.2% | +61.0% |
| All | +51.1% | +27.1% | +24.0% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling