+344.1%
NEM vs ES
+98.2%
+245.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | -6.4% | +2.7% | -9.1% | -7.4% |
| 30D | +1.4% | +7.6% | -6.2% | -1.5% |
| 3M | -0.7% | +0.5% | -1.2% | -1.1% |
| 6M | -4.5% | +7.6% | -12.1% | -7.6% |
| YTD | +14.0% | +10.2% | +3.8% | +9.3% |
| 1Y | +27.3% | +1.8% | +25.4% | +25.1% |
| 3Y | +250.5% | +55.4% | +195.1% | +187.3% |
| 5Y | +121.1% | +7.3% | +113.7% | +107.5% |
| All | +344.1% | +98.2% | +245.9% | +178.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling