+1,008.9%
BE vs NEM
+328.6%
+680.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.8% | +10.4% | +10.0% |
| 7D | +29.8% | +3.9% | +25.9% | +27.4% |
| 30D | +26.4% | +12.7% | +13.7% | +18.8% |
| 3M | +9.3% | +28.7% | -19.3% | -3.4% |
| 6M | +105.1% | +9.8% | +95.3% | +93.4% |
| YTD | +219.0% | +28.1% | +190.9% | +181.2% |
| 1Y | +418.8% | +69.3% | +349.4% | +305.0% |
| 3Y | +1,784.6% | +247.7% | +1,536.9% | +948.5% |
| 5Y | +1,251.0% | +153.4% | +1,097.6% | +717.7% |
| All | +1,008.9% | +328.6% | +680.3% | +662.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling