+298.0%
NEM vs ELF
+303.8%
-5.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.5% |
| 7D | -1.0% | -11.6% | +10.6% | -0.8% |
| 30D | +7.8% | +4.6% | +3.2% | +7.8% |
| 3M | +30.2% | +59.7% | -29.5% | +29.4% |
| 6M | +9.6% | +21.2% | -11.6% | +9.2% |
| YTD | +27.8% | +27.4% | +0.4% | +27.2% |
| 1Y | +60.7% | -29.8% | +90.5% | +60.1% |
| 3Y | +245.3% | -28.5% | +273.7% | +242.4% |
| 5Y | +155.3% | +220.0% | -64.7% | +146.9% |
| All | +298.0% | +303.8% | -5.8% | +276.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling