+3.7%
F vs NEM
+50.9%
-47.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.9% | -7.0% | +1.0% |
| 7D | +6.0% | +3.7% | +2.3% | +5.1% |
| 30D | +4.3% | +2.0% | +2.3% | +3.7% |
| 3M | -10.1% | +21.1% | -31.2% | -13.3% |
| 6M | +12.8% | +9.5% | +3.3% | +10.3% |
| YTD | -0.1% | +19.1% | -19.1% | -4.7% |
| 1Y | +3.7% | +51.1% | -47.4% | -8.3% |
| All | +3.7% | +50.9% | -47.2% | -8.3% |
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 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