+51.1%
NEM vs ELV
+42.6%
+8.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.9% | +5.0% | +9.2% |
| 7D | +3.7% | +4.8% | -1.1% | +3.0% |
| 30D | +2.0% | +10.1% | -8.1% | +0.5% |
| 3M | +21.1% | +15.4% | +5.7% | +18.4% |
| 6M | +9.5% | +17.7% | -8.2% | +6.3% |
| YTD | +19.1% | +25.7% | -6.6% | +11.0% |
| 1Y | +51.1% | +39.9% | +11.2% | +39.1% |
| All | +51.1% | +42.6% | +8.5% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling