+60.7%
NEM vs EFX
-30.9%
+91.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.5% |
| 7D | -1.0% | -4.5% | +3.5% | -1.0% |
| 30D | +7.8% | -6.1% | +13.9% | +7.9% |
| 3M | +30.2% | +6.2% | +24.0% | +30.6% |
| 6M | +9.6% | -11.2% | +20.8% | +9.4% |
| YTD | +27.8% | -21.4% | +49.2% | +26.8% |
| 1Y | +60.7% | -34.3% | +95.0% | +60.4% |
| All | +60.7% | -30.9% | +91.6% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling