+247.7%
NEM vs EXEL
+160.6%
+87.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.6% |
| 7D | +3.9% | +1.4% | +2.5% | +3.7% |
| 30D | +12.7% | +6.7% | +6.1% | +12.1% |
| 3M | +28.7% | +11.5% | +17.2% | +27.5% |
| 6M | +9.8% | +38.8% | -29.0% | +7.2% |
| YTD | +28.1% | +31.6% | -3.5% | +25.3% |
| 1Y | +69.3% | +53.0% | +16.3% | +65.5% |
| 3Y | +247.7% | +160.8% | +86.8% | +224.6% |
| All | +247.7% | +160.6% | +87.1% | +224.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling