+247.7%
NEM vs EL
-30.9%
+278.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | +3.9% | +1.7% | +2.2% | +3.6% |
| 30D | +12.7% | +15.5% | -2.8% | +10.1% |
| 3M | +28.7% | +20.6% | +8.1% | +24.9% |
| 6M | +9.8% | +10.5% | -0.7% | +7.3% |
| YTD | +28.1% | -1.9% | +30.0% | +27.1% |
| 1Y | +69.3% | +16.1% | +53.3% | +64.2% |
| 3Y | +247.7% | -30.2% | +277.9% | +269.0% |
| All | +247.7% | -30.9% | +278.6% | +269.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling