+302.3%
NEM vs EOG
+121.1%
+181.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -1.0% | +1.5% | -2.5% | -1.1% |
| 30D | +7.8% | +2.9% | +4.9% | +7.5% |
| 3M | +30.2% | +8.7% | +21.5% | +28.8% |
| 6M | +9.6% | +12.9% | -3.3% | +7.5% |
| YTD | +27.8% | +43.8% | -16.0% | +21.6% |
| 1Y | +60.7% | +27.1% | +33.6% | +55.1% |
| 3Y | +245.3% | +25.9% | +219.4% | +231.6% |
| 5Y | +155.3% | +177.9% | -22.6% | +127.3% |
| All | +302.3% | +121.1% | +181.2% | +243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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