+71.1%
NEM vs EXC
+5.3%
+65.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.2% |
| 7D | +3.1% | +0.3% | +2.7% | +3.1% |
| 30D | +10.0% | -0.9% | +10.9% | +9.9% |
| 3M | +30.9% | -2.7% | +33.6% | +30.3% |
| 6M | +10.5% | -9.4% | +19.9% | +10.4% |
| YTD | +29.7% | +3.0% | +26.7% | +33.8% |
| 1Y | +71.1% | +5.1% | +66.0% | +76.9% |
| All | +71.1% | +5.3% | +65.8% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling