+72.7%
NEM vs ELF
-17.5%
+90.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.0% |
| 7D | +0.3% | +5.4% | -5.1% | -0.1% |
| 30D | +23.1% | +27.0% | -3.9% | +20.8% |
| 3M | +18.5% | +113.2% | -94.7% | +12.4% |
| 6M | +7.8% | +36.6% | -28.8% | +5.1% |
| YTD | +29.1% | +44.2% | -15.1% | +24.9% |
| 1Y | +72.7% | -18.0% | +90.7% | +63.9% |
| All | +72.7% | -17.5% | +90.2% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling