+302.3%
NEM vs EFV
+169.9%
+132.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | -0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.5% |
| 30D | +7.8% | +0.6% | +7.2% | +7.5% |
| 3M | +30.2% | +7.5% | +22.7% | +24.7% |
| 6M | +9.6% | +13.0% | -3.4% | +2.5% |
| YTD | +27.8% | +18.3% | +9.5% | +16.7% |
| 1Y | +60.7% | +26.7% | +34.0% | +41.5% |
| 3Y | +245.3% | +89.6% | +155.7% | +147.4% |
| 5Y | +155.3% | +98.2% | +57.1% | +77.2% |
| All | +302.3% | +169.9% | +132.4% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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