+302.0%
NEM vs ELF
+357.0%
-54.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.8% |
| 7D | +0.3% | +5.4% | -5.1% | +0.2% |
| 30D | +23.1% | +27.0% | -3.9% | +22.6% |
| 3M | +18.5% | +113.2% | -94.7% | +17.3% |
| 6M | +7.8% | +36.6% | -28.8% | +7.2% |
| YTD | +29.1% | +44.2% | -15.1% | +28.3% |
| 1Y | +72.7% | -18.0% | +90.7% | +71.7% |
| 3Y | +248.7% | -19.9% | +268.7% | +245.2% |
| 5Y | +148.7% | +257.7% | -109.0% | +140.1% |
| All | +302.0% | +357.0% | -54.9% | +279.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling