+300.2%
NEM vs EL
+25.3%
+274.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | -3.3% | -4.4% | +1.1% | -2.7% |
| 30D | +7.8% | +10.3% | -2.4% | +6.2% |
| 3M | +36.3% | +13.4% | +22.9% | +33.5% |
| 6M | +6.6% | +3.1% | +3.5% | +5.3% |
| YTD | +27.1% | -6.9% | +34.1% | +27.2% |
| 1Y | +62.3% | +11.9% | +50.4% | +58.0% |
| 3Y | +245.1% | -33.8% | +278.9% | +251.4% |
| 5Y | +154.0% | -69.0% | +223.0% | +179.3% |
| All | +300.2% | +25.3% | +274.9% | +275.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling