+157.7%
NEM vs EXEL
+194.6%
-36.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.2% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | +10.0% | +10.1% | -0.1% | +9.0% |
| 3M | +30.9% | +10.1% | +20.8% | +29.6% |
| 6M | +10.5% | +37.7% | -27.1% | +7.4% |
| YTD | +29.7% | +33.1% | -3.3% | +26.3% |
| 1Y | +71.1% | +52.4% | +18.7% | +65.3% |
| 3Y | +252.1% | +163.8% | +88.3% | +219.2% |
| 5Y | +157.7% | +198.5% | -40.8% | +129.3% |
| All | +157.7% | +194.6% | -36.9% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling