+51.1%
NEM vs EL
+25.6%
+25.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.3% | +3.6% | +8.4% |
| 7D | +3.7% | +2.5% | +1.2% | +3.0% |
| 30D | +2.0% | +20.1% | -18.1% | -2.5% |
| 3M | +21.1% | +29.3% | -8.2% | +13.5% |
| 6M | +9.5% | +38.8% | -29.3% | +0.9% |
| YTD | +19.1% | +8.1% | +10.9% | +16.9% |
| 1Y | +51.1% | +22.3% | +28.8% | +44.0% |
| All | +51.1% | +25.6% | +25.5% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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