+247.7%
NEM vs ELF
-23.6%
+271.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.7% |
| 7D | +3.9% | -1.2% | +5.0% | +3.9% |
| 30D | +12.7% | +5.9% | +6.8% | +12.5% |
| 3M | +28.7% | +99.5% | -70.9% | +27.1% |
| 6M | +9.8% | +26.5% | -16.8% | +9.0% |
| YTD | +28.1% | +37.2% | -9.1% | +27.1% |
| 1Y | +69.3% | -24.4% | +93.8% | +67.0% |
| 3Y | +247.7% | -23.3% | +271.0% | +211.0% |
| All | +247.7% | -23.6% | +271.3% | +211.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling