+468.1%
NEM vs EQT
+2,995.6%
-2,527.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.1% |
| 7D | -3.3% | -1.2% | -2.1% | -3.1% |
| 30D | +7.8% | +1.1% | +6.8% | +7.6% |
| 3M | +36.3% | +4.8% | +31.5% | +34.9% |
| 6M | +6.6% | -10.6% | +17.1% | +8.2% |
| YTD | +27.1% | +3.4% | +23.7% | +25.6% |
| 1Y | +62.3% | +8.7% | +53.7% | +58.8% |
| 3Y | +245.1% | +35.0% | +210.1% | +220.0% |
| 5Y | +154.0% | +204.2% | -50.3% | +96.5% |
| 10Y | +311.0% | +52.5% | +258.5% | +234.2% |
| All | +468.1% | +2,995.6% | -2,527.4% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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