+735.6%
NEM vs ELV
+2,514.3%
-1,778.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -2.2% |
| 7D | -1.0% | +2.8% | -3.8% | -1.4% |
| 30D | +7.8% | +4.9% | +2.9% | +7.1% |
| 3M | +30.2% | +4.9% | +25.3% | +29.2% |
| 6M | +9.6% | +45.1% | -35.5% | +4.0% |
| YTD | +27.8% | +20.7% | +7.1% | +23.9% |
| 1Y | +60.7% | +35.0% | +25.7% | +53.4% |
| 3Y | +245.3% | -2.4% | +247.7% | +240.2% |
| 5Y | +155.3% | +25.5% | +129.9% | +141.9% |
| 10Y | +313.2% | +277.1% | +36.1% | +224.8% |
| All | +735.6% | +2,514.3% | -1,778.7% | +463.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling