+245.3%
NEM vs ET
+96.2%
+149.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | +7.8% | +2.9% | +5.0% | +6.8% |
| 3M | +30.2% | +16.8% | +13.4% | +23.4% |
| 6M | +9.6% | +18.9% | -9.3% | +2.6% |
| YTD | +27.8% | +37.7% | -9.9% | +13.0% |
| 1Y | +60.7% | +32.4% | +28.3% | +44.0% |
| 3Y | +245.3% | +99.5% | +145.8% | +125.4% |
| All | +245.3% | +96.2% | +149.1% | +125.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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