+60.7%
NEM vs EOSE
-42.0%
+102.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -1.0% | +1.8% | -2.8% | -1.3% |
| 30D | +7.8% | -6.8% | +14.7% | +8.1% |
| 3M | +30.2% | -36.3% | +66.5% | +34.7% |
| 6M | +9.6% | -38.8% | +48.4% | +13.3% |
| YTD | +27.8% | -65.5% | +93.4% | +38.2% |
| 1Y | +60.7% | -45.3% | +106.0% | +58.5% |
| All | +60.7% | -42.0% | +102.7% | +58.5% |
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