+360.5%
BE vs NEM
+73.9%
+286.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.8% | +9.1% | +8.6% |
| 7D | +20.0% | +0.3% | +19.7% | +19.6% |
| 30D | +7.9% | +23.1% | -15.2% | -8.1% |
| 3M | -13.2% | +18.5% | -31.7% | -24.2% |
| 6M | +53.5% | +7.8% | +45.7% | +41.0% |
| YTD | +191.0% | +29.1% | +161.9% | +131.9% |
| 1Y | +360.5% | +72.7% | +287.9% | +138.9% |
| All | +360.5% | +73.9% | +286.6% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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