+157.7%
NEM vs ELF
+230.6%
-72.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.3% | +1.3% |
| 7D | +3.1% | -6.8% | +9.8% | +3.1% |
| 30D | +10.0% | +5.1% | +4.9% | +9.9% |
| 3M | +30.9% | +79.8% | -48.9% | +30.6% |
| 6M | +10.5% | +29.7% | -19.2% | +10.3% |
| YTD | +29.7% | +31.6% | -1.9% | +29.5% |
| 1Y | +71.1% | -27.9% | +99.0% | +69.1% |
| 3Y | +252.1% | -26.4% | +278.5% | +246.9% |
| 5Y | +157.7% | +235.6% | -77.9% | +166.5% |
| All | +157.7% | +230.6% | -72.9% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling