+300.2%
NEM vs EXC
+159.4%
+140.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -3.3% | -1.6% | -1.7% | -2.7% |
| 30D | +7.8% | -2.4% | +10.2% | +8.7% |
| 3M | +36.3% | -4.0% | +40.2% | +37.8% |
| 6M | +6.6% | -9.8% | +16.3% | +10.1% |
| YTD | +27.1% | +2.3% | +24.8% | +24.8% |
| 1Y | +62.3% | +3.8% | +58.5% | +58.1% |
| 3Y | +245.1% | +19.7% | +225.3% | +215.0% |
| 5Y | +154.0% | +45.6% | +108.4% | +114.1% |
| All | +300.2% | +159.4% | +140.8% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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