+243.5%
NEM vs EXE
+18.1%
+225.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -3.3% | -2.2% | -1.1% | -2.9% |
| 30D | +7.8% | -0.8% | +8.6% | +7.9% |
| 3M | +36.3% | +10.0% | +26.2% | +33.8% |
| 6M | +6.6% | -6.3% | +12.9% | +7.4% |
| YTD | +27.1% | -10.7% | +37.8% | +28.8% |
| 1Y | +62.3% | +2.7% | +59.7% | +57.6% |
| All | +243.5% | +18.1% | +225.4% | +213.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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