+71.1%
NEM vs ED
+15.3%
+55.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.1% |
| 7D | +3.1% | -0.2% | +3.2% | +3.0% |
| 30D | +10.0% | +1.9% | +8.0% | +10.5% |
| 3M | +30.9% | +1.9% | +29.0% | +31.2% |
| 6M | +10.5% | -2.3% | +12.8% | +11.5% |
| YTD | +29.7% | +10.9% | +18.8% | +33.9% |
| 1Y | +71.1% | +14.5% | +56.6% | +74.8% |
| All | +71.1% | +15.3% | +55.8% | +74.8% |
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