+300.2%
NEM vs ED
+109.0%
+191.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -3.3% | -1.9% | -1.4% | -2.7% |
| 30D | +7.8% | +0.1% | +7.7% | +7.7% |
| 3M | +36.3% | 0.0% | +36.2% | +35.8% |
| 6M | +6.6% | -2.5% | +9.1% | +7.0% |
| YTD | +27.1% | +10.1% | +17.0% | +21.9% |
| 1Y | +62.3% | +13.6% | +48.8% | +53.4% |
| 3Y | +245.1% | +32.4% | +212.6% | +205.7% |
| 5Y | +154.0% | +69.9% | +84.1% | +106.5% |
| All | +300.2% | +109.0% | +191.1% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling