+218.7%
NEM vs ET
+1,447.8%
-1,229.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +3.1% | +0.6% | +2.4% | +3.0% |
| 30D | +10.0% | +5.3% | +4.7% | +9.2% |
| 3M | +30.9% | +15.6% | +15.2% | +28.1% |
| 6M | +10.5% | +20.6% | -10.1% | +7.4% |
| YTD | +29.7% | +38.5% | -8.8% | +23.6% |
| 1Y | +71.1% | +35.7% | +35.4% | +63.5% |
| 3Y | +252.1% | +98.4% | +153.7% | +218.4% |
| 5Y | +157.7% | +245.3% | -87.6% | +115.1% |
| 10Y | +319.4% | +173.7% | +145.6% | +243.4% |
| All | +218.7% | +1,447.8% | -1,229.2% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling