+302.3%
NEM vs EFX
+42.6%
+259.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | -1.0% | -4.5% | +3.5% | -0.2% |
| 30D | +7.8% | -6.1% | +13.9% | +8.9% |
| 3M | +30.2% | +6.2% | +24.0% | +28.2% |
| 6M | +9.6% | -11.2% | +20.8% | +11.0% |
| YTD | +27.8% | -21.4% | +49.2% | +31.7% |
| 1Y | +60.7% | -34.3% | +95.0% | +71.2% |
| 3Y | +245.3% | -12.5% | +257.8% | +240.3% |
| 5Y | +155.3% | -35.6% | +190.9% | +160.6% |
| All | +302.3% | +42.6% | +259.7% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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