+135.9%
NEM vs EOSE
-58.6%
+194.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +1.4% |
| 7D | +3.1% | +15.0% | -11.9% | +2.2% |
| 30D | +10.0% | +2.5% | +7.5% | +9.6% |
| 3M | +30.9% | -33.7% | +64.6% | +32.7% |
| 6M | +10.5% | -32.7% | +43.3% | +11.5% |
| YTD | +29.7% | -63.8% | +93.5% | +33.4% |
| 1Y | +71.1% | -40.5% | +111.7% | +71.6% |
| 3Y | +252.1% | +50.4% | +201.7% | +230.2% |
| 5Y | +157.7% | -68.6% | +226.3% | +139.5% |
| All | +135.9% | -58.6% | +194.5% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling