+739.0%
NEM vs EXEL
+273.2%
+465.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.3% | +8.4% | -8.1% | 0.0% |
| 30D | +23.1% | +4.1% | +19.0% | +22.9% |
| 3M | +18.5% | +12.4% | +6.1% | +18.0% |
| 6M | +7.8% | +41.5% | -33.8% | +6.6% |
| YTD | +29.1% | +34.6% | -5.5% | +27.8% |
| 1Y | +72.7% | +57.9% | +14.8% | +70.0% |
| 3Y | +248.7% | +159.5% | +89.2% | +237.0% |
| 5Y | +148.7% | +198.5% | -49.8% | +138.6% |
| 10Y | +304.8% | +411.4% | -106.6% | +276.7% |
| All | +739.0% | +273.2% | +465.8% | +602.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling