+476.9%
NEM vs ED
+2,217.3%
-1,740.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +23.1% | -0.1% | +23.2% | +23.0% |
| 3M | +18.5% | +3.9% | +14.6% | +16.9% |
| 6M | +7.8% | -3.0% | +10.8% | +8.2% |
| YTD | +29.1% | +10.7% | +18.4% | +25.1% |
| 1Y | +72.7% | +13.3% | +59.3% | +66.0% |
| 3Y | +248.7% | +34.5% | +214.2% | +219.9% |
| 5Y | +148.7% | +67.1% | +81.5% | +115.9% |
| 10Y | +304.8% | +103.0% | +201.7% | +229.8% |
| All | +476.9% | +2,217.3% | -1,740.4% | +316.3% |
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