+1,267.0%
BE vs NEM
+152.8%
+1,114.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.8% | +10.4% | +10.0% |
| 7D | +29.8% | +3.9% | +25.9% | +27.2% |
| 30D | +26.4% | +12.7% | +13.7% | +18.2% |
| 3M | +9.3% | +28.7% | -19.3% | -4.5% |
| 6M | +105.1% | +9.8% | +95.3% | +92.1% |
| YTD | +219.0% | +28.1% | +190.9% | +177.9% |
| 1Y | +418.8% | +69.3% | +349.4% | +297.5% |
| 3Y | +1,784.6% | +247.7% | +1,536.9% | +908.0% |
| All | +1,267.0% | +152.8% | +1,114.2% | +711.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling