+253.8%
NEM vs EXC
+21.5%
+232.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +23.1% | -3.7% | +26.8% | +24.2% |
| 3M | +18.5% | -1.3% | +19.8% | +18.3% |
| 6M | +7.8% | -9.7% | +17.5% | +10.9% |
| YTD | +29.1% | +2.9% | +26.2% | +26.8% |
| 1Y | +72.7% | +4.4% | +68.3% | +67.8% |
| All | +253.8% | +21.5% | +232.3% | +216.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling