+344.1%
NEM vs EXEL
+320.7%
+23.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -6.4% | -0.8% | -5.6% | -6.4% |
| 30D | +1.4% | +13.1% | -11.7% | +0.7% |
| 3M | -0.7% | +36.3% | -37.0% | -2.4% |
| 6M | -4.5% | +34.5% | -39.0% | -6.1% |
| YTD | +14.0% | +57.4% | -43.4% | +11.2% |
| 1Y | +27.3% | +62.9% | -35.6% | +24.0% |
| 3Y | +250.5% | +229.5% | +21.0% | +228.9% |
| 5Y | +121.1% | +281.2% | -160.1% | +105.5% |
| All | +344.1% | +320.7% | +23.4% | +336.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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