+243.5%
NEM vs EFX
-12.7%
+256.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.3% | -11.1% | +7.8% | -2.0% |
| 30D | +7.8% | -7.4% | +15.2% | +8.8% |
| 3M | +36.3% | +1.5% | +34.8% | +35.5% |
| 6M | +6.6% | -13.7% | +20.3% | +8.1% |
| YTD | +27.1% | -21.9% | +49.0% | +30.5% |
| 1Y | +62.3% | -30.8% | +93.1% | +70.1% |
| All | +243.5% | -12.7% | +256.2% | +229.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling