+11,573.1%
COST vs NEM
+490.6%
+11,082.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -2.8% | +3.1% | -5.8% | -2.9% |
| 30D | -5.3% | +10.0% | -15.3% | -5.6% |
| 3M | -6.7% | +30.9% | -37.6% | -7.5% |
| 6M | -9.9% | +10.5% | -20.5% | -10.4% |
| YTD | +5.1% | +29.7% | -24.6% | +4.0% |
| 1Y | -7.3% | +71.1% | -78.4% | -9.3% |
| 3Y | +70.4% | +252.1% | -181.7% | +62.2% |
| 5Y | +104.4% | +157.7% | -53.3% | +95.9% |
| 10Y | +609.0% | +319.4% | +289.6% | +568.7% |
| All | +11,573.1% | +490.6% | +11,082.6% | +10,595.8% |
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