+294.7%
C vs NEM
+299.2%
-4.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.7% |
| 7D | +2.6% | +3.1% | -0.5% | +2.3% |
| 30D | +1.9% | +10.0% | -8.1% | +0.9% |
| 3M | +2.8% | +30.9% | -28.1% | +0.1% |
| 6M | +30.6% | +10.5% | +20.0% | +28.6% |
| YTD | +19.9% | +29.7% | -9.9% | +16.2% |
| 1Y | +44.6% | +71.1% | -26.6% | +36.5% |
| 3Y | +272.1% | +252.1% | +20.0% | +226.3% |
| 5Y | +132.0% | +157.7% | -25.7% | +105.9% |
| 10Y | +294.7% | +319.4% | -24.7% | +258.7% |
| All | +294.7% | +299.2% | -4.6% | +258.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling