+86.4%
F vs NEM
+287.7%
-201.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.5% | -4.1% |
| 7D | +1.2% | +3.9% | -2.7% | +0.7% |
| 30D | +1.2% | +12.7% | -11.5% | -0.3% |
| 3M | -5.7% | +28.7% | -34.3% | -8.8% |
| 6M | +17.9% | +9.8% | +8.2% | +15.9% |
| YTD | +10.4% | +28.1% | -17.7% | +6.2% |
| 1Y | +25.3% | +69.3% | -44.0% | +15.8% |
| 3Y | +37.5% | +247.7% | -210.2% | +14.2% |
| 5Y | +46.5% | +153.4% | -106.9% | +23.8% |
| 10Y | +86.4% | +291.3% | -204.9% | +54.9% |
| All | +86.4% | +287.7% | -201.3% | +54.9% |
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