+433.6%
NEM vs ED
+2,474.3%
-2,040.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | +1.1% | +11.2% | -10.1% | -1.6% |
| 3M | +1.3% | +11.8% | -10.5% | -1.7% |
| 6M | -1.4% | +14.1% | -15.5% | -5.1% |
| YTD | +19.4% | +23.0% | -3.5% | +12.6% |
| 1Y | +32.9% | +23.7% | +9.3% | +25.1% |
| 3Y | +267.0% | +47.7% | +219.3% | +228.4% |
| 5Y | +131.0% | +82.6% | +48.4% | +96.0% |
| 10Y | +379.9% | +141.8% | +238.1% | +274.4% |
| All | +433.6% | +2,474.3% | -2,040.7% | +274.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling