+72.7%
NEM vs EOSE
-49.1%
+121.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.9% | -12.7% | -3.0% |
| 7D | +0.3% | +19.0% | -18.7% | -1.9% |
| 30D | +23.1% | +1.6% | +21.5% | +22.3% |
| 3M | +18.5% | -52.0% | +70.5% | +26.3% |
| 6M | +7.8% | -42.5% | +50.3% | +12.1% |
| YTD | +29.1% | -66.1% | +95.3% | +40.0% |
| 1Y | +72.7% | -47.1% | +119.8% | +86.3% |
| All | +72.7% | -49.1% | +121.7% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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