+359.2%
NEM vs EQX
+232.0%
+127.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | -1.0% | -3.2% | +2.2% | +0.3% |
| 30D | +7.8% | +7.8% | +0.1% | +4.5% |
| 3M | +30.2% | +21.3% | +8.9% | +20.0% |
| 6M | +9.6% | -22.4% | +32.0% | +20.8% |
| YTD | +27.8% | -11.3% | +39.1% | +33.2% |
| 1Y | +60.7% | +13.5% | +47.2% | +52.0% |
| 3Y | +245.3% | +162.1% | +83.2% | +123.7% |
| 5Y | +155.3% | +84.2% | +71.1% | +73.1% |
| All | +359.2% | +232.0% | +127.1% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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