+159.2%
NEM vs ELV
+13.8%
+145.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.4% |
| 7D | +3.1% | -2.2% | +5.3% | +3.4% |
| 30D | +10.0% | -0.2% | +10.2% | +10.0% |
| 3M | +30.9% | -6.1% | +37.0% | +31.7% |
| 6M | +10.5% | +42.8% | -32.3% | +4.7% |
| YTD | +29.7% | +14.4% | +15.4% | +26.2% |
| 1Y | +71.1% | +28.6% | +42.5% | +63.9% |
| 3Y | +252.1% | -7.4% | +259.5% | +249.3% |
| All | +159.2% | +13.8% | +145.4% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling