+255.1%
NEM vs ELF
+391.6%
-136.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | +0.4% |
| 7D | -6.4% | +1.6% | -8.0% | -6.5% |
| 30D | +1.4% | +9.1% | -7.7% | +1.3% |
| 3M | -0.7% | +28.2% | -28.9% | -1.1% |
| 6M | -4.5% | +119.5% | -124.0% | -5.5% |
| YTD | +14.0% | +55.2% | -41.1% | +13.1% |
| 1Y | +27.3% | +58.6% | -31.3% | +26.2% |
| 3Y | +250.5% | +21.3% | +229.2% | +245.3% |
| 5Y | +121.1% | +276.2% | -155.1% | +113.3% |
| 10Y | +358.3% | +337.0% | +21.3% | +331.5% |
| All | +255.1% | +391.6% | -136.5% | +234.5% |
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 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