+291.3%
NEM vs ES
+85.1%
+206.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +3.9% | +1.4% | +2.4% | +3.3% |
| 30D | +12.7% | -1.2% | +13.9% | +13.1% |
| 3M | +28.7% | +5.0% | +23.7% | +25.8% |
| 6M | +9.8% | -2.8% | +12.6% | +10.6% |
| YTD | +28.1% | +8.6% | +19.5% | +23.6% |
| 1Y | +69.3% | +18.9% | +50.4% | +56.2% |
| 3Y | +247.7% | +32.1% | +215.5% | +202.1% |
| 5Y | +153.4% | -5.1% | +158.4% | +148.8% |
| 10Y | +291.3% | +84.2% | +207.1% | +150.8% |
| All | +291.3% | +85.1% | +206.1% | +150.8% |
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