+154.0%
NEM vs EFV
+94.1%
+59.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | -3.3% | -2.0% | -1.3% | -1.5% |
| 30D | +7.8% | -0.2% | +8.0% | +8.1% |
| 3M | +36.3% | +9.1% | +27.1% | +26.5% |
| 6M | +6.6% | +11.7% | -5.1% | -2.3% |
| YTD | +27.1% | +17.0% | +10.1% | +12.8% |
| 1Y | +62.3% | +26.7% | +35.6% | +35.8% |
| 3Y | +245.1% | +90.2% | +154.9% | +117.9% |
| 5Y | +154.0% | +96.1% | +57.9% | +49.3% |
| All | +154.0% | +94.1% | +59.9% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling