+337.0%
NEM vs EL
+1,800.1%
-1,463.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.7% |
| 7D | -5.9% | +2.7% | -8.6% | -6.2% |
| 30D | -2.6% | +10.8% | -13.4% | -4.0% |
| 3M | -4.2% | +26.5% | -30.7% | -7.4% |
| 6M | -5.5% | +31.1% | -36.6% | -9.2% |
| YTD | +13.5% | +6.6% | +6.9% | +11.4% |
| 1Y | +22.2% | +21.8% | +0.3% | +17.7% |
| 3Y | +249.0% | +1.8% | +247.2% | +235.8% |
| 5Y | +120.1% | -65.6% | +185.7% | +138.9% |
| 10Y | +356.3% | +60.3% | +296.0% | +299.5% |
| All | +337.0% | +1,800.1% | -1,463.1% | +211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling