+157.7%
NEM vs EL
-68.4%
+226.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.1% | +1.8% |
| 7D | +3.1% | -2.4% | +5.4% | +3.4% |
| 30D | +10.0% | +13.7% | -3.7% | +7.5% |
| 3M | +30.9% | +14.5% | +16.4% | +27.7% |
| 6M | +10.5% | +7.4% | +3.1% | +8.3% |
| YTD | +29.7% | -4.7% | +34.4% | +29.3% |
| 1Y | +71.1% | +12.9% | +58.2% | +65.7% |
| 3Y | +252.1% | -32.2% | +284.3% | +261.3% |
| 5Y | +157.7% | -68.4% | +226.1% | +173.0% |
| All | +157.7% | -68.4% | +226.1% | +173.0% |
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 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