+238.2%
NEM vs ES
+46.3%
+191.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +2.0% |
| 7D | +13.4% | +1.9% | +11.5% | +12.7% |
| 30D | +6.5% | +7.1% | -0.6% | +3.8% |
| 3M | +14.9% | -1.9% | +16.9% | +15.5% |
| 6M | +5.5% | +4.4% | +1.2% | +3.1% |
| YTD | +21.9% | +7.3% | +14.6% | +18.1% |
| 1Y | +47.9% | +2.1% | +45.7% | +44.8% |
| 3Y | +238.2% | +41.8% | +196.3% | +162.9% |
| All | +238.2% | +46.3% | +191.9% | +162.9% |
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 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