+302.3%
NEM vs ELV
+280.2%
+22.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -1.0% | +3.2% | -4.2% | -1.4% |
| 30D | +7.8% | +5.4% | +2.5% | +7.1% |
| 3M | +30.2% | +5.4% | +24.9% | +29.2% |
| 6M | +9.6% | +45.7% | -36.1% | +4.5% |
| YTD | +27.8% | +21.2% | +6.6% | +24.2% |
| 1Y | +60.7% | +35.6% | +25.1% | +54.0% |
| 3Y | +245.3% | -2.0% | +247.3% | +240.6% |
| 5Y | +155.3% | +26.0% | +129.3% | +144.6% |
| All | +302.3% | +280.2% | +22.1% | +264.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling