+131.0%
NEM vs EL
-64.9%
+195.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -1.1% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +1.1% | +12.3% | -11.2% | -1.0% |
| 3M | +1.3% | +28.4% | -27.1% | -3.2% |
| 6M | -1.4% | +36.7% | -38.1% | -7.0% |
| YTD | +19.4% | +8.4% | +11.0% | +16.2% |
| 1Y | +32.9% | +25.4% | +7.5% | +26.3% |
| 3Y | +267.0% | +3.4% | +263.6% | +249.2% |
| 5Y | +131.0% | -64.8% | +195.8% | +138.9% |
| All | +131.0% | -64.9% | +195.9% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling