+60.7%
NEM vs EXEL
+48.5%
+12.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.0% |
| 7D | -1.0% | -4.9% | +3.9% | -0.1% |
| 30D | +7.8% | +11.4% | -3.6% | +5.8% |
| 3M | +30.2% | +4.9% | +25.3% | +28.9% |
| 6M | +9.6% | +34.4% | -24.8% | +4.6% |
| YTD | +27.8% | +28.0% | -0.2% | +21.9% |
| 1Y | +60.7% | +43.6% | +17.1% | +60.3% |
| All | +60.7% | +48.5% | +12.2% | +60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling