+247.7%
NEM vs ED
+35.1%
+212.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | +3.9% | +0.5% | +3.3% | +3.7% |
| 30D | +12.7% | +1.1% | +11.6% | +12.3% |
| 3M | +28.7% | +4.6% | +24.0% | +26.1% |
| 6M | +9.8% | -2.0% | +11.7% | +10.3% |
| YTD | +28.1% | +11.7% | +16.4% | +21.7% |
| 1Y | +69.3% | +15.7% | +53.6% | +57.4% |
| 3Y | +247.7% | +34.4% | +213.3% | +180.6% |
| All | +247.7% | +35.1% | +212.5% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling