+342.1%
NEM vs ELF
+316.3%
+25.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.8% | -4.8% |
| 7D | -5.9% | +3.4% | -9.3% | -6.0% |
| 30D | -2.6% | +5.0% | -7.5% | -2.6% |
| 3M | -4.2% | +22.6% | -26.8% | -4.5% |
| 6M | -5.5% | +104.0% | -109.4% | -6.3% |
| YTD | +13.5% | +49.3% | -35.8% | +12.8% |
| 1Y | +22.2% | +46.0% | -23.9% | +21.3% |
| 3Y | +249.0% | +19.4% | +229.6% | +244.4% |
| 5Y | +120.1% | +262.0% | -141.9% | +113.4% |
| All | +342.1% | +316.3% | +25.8% | +319.1% |
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