+250.5%
NEM vs ES
+53.3%
+197.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -6.4% | +2.7% | -9.1% | -7.3% |
| 30D | +1.4% | +7.6% | -6.2% | -1.3% |
| 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% | +9.6% |
| 1Y | +27.3% | +1.8% | +25.4% | +24.9% |
| 3Y | +250.5% | +55.4% | +195.1% | +156.1% |
| All | +250.5% | +53.3% | +197.2% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling