+153.4%
NEM vs EXC
+48.6%
+104.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +3.9% | +1.2% | +2.6% | +3.4% |
| 30D | +12.7% | -2.7% | +15.4% | +13.7% |
| 3M | +28.7% | -1.0% | +29.6% | +28.5% |
| 6M | +9.8% | -9.3% | +19.0% | +13.3% |
| YTD | +28.1% | +3.6% | +24.5% | +25.0% |
| 1Y | +69.3% | +5.9% | +63.4% | +63.2% |
| 3Y | +247.7% | +21.3% | +226.4% | +211.4% |
| 5Y | +153.4% | +46.2% | +107.2% | +114.5% |
| All | +153.4% | +48.6% | +104.7% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling