+344.1%
NEM vs EXC
+205.3%
+138.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | 0.0% |
| 7D | -6.4% | +1.4% | -7.8% | -6.9% |
| 30D | +1.4% | +8.6% | -7.2% | -1.5% |
| 3M | -0.7% | +2.4% | -3.1% | -1.6% |
| 6M | -4.5% | +6.5% | -10.9% | -7.1% |
| YTD | +14.0% | +9.0% | +5.0% | +9.5% |
| 1Y | +27.3% | +4.6% | +22.7% | +24.1% |
| 3Y | +250.5% | +33.5% | +217.0% | +208.5% |
| 5Y | +121.1% | +41.4% | +79.7% | +89.7% |
| All | +344.1% | +205.3% | +138.8% | +136.9% |
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