+396.9%
NEM vs EL
+1,685.7%
-1,288.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.8% | -2.2% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | +23.1% | +19.8% | +3.2% | +20.0% |
| 3M | +18.5% | +25.7% | -7.2% | +14.8% |
| 6M | +7.8% | +5.4% | +2.3% | +6.4% |
| YTD | +29.1% | +0.2% | +28.9% | +27.9% |
| 1Y | +72.7% | +20.4% | +52.2% | +66.7% |
| 3Y | +248.7% | -32.1% | +280.9% | +252.8% |
| 5Y | +148.7% | -67.2% | +215.9% | +171.9% |
| 10Y | +304.8% | +31.7% | +273.0% | +264.0% |
| All | +396.9% | +1,685.7% | -1,288.8% | +257.1% |
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