+81.0%
F vs NEM
+318.7%
-237.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.2% |
| 7D | -0.6% | +14.7% | -15.4% | -2.5% |
| 30D | +2.9% | +6.2% | -3.3% | +2.0% |
| 3M | -9.5% | +11.0% | -20.5% | -10.9% |
| 6M | +4.0% | +7.9% | -3.9% | +2.5% |
| YTD | -1.3% | +26.2% | -27.4% | -5.0% |
| 1Y | -1.9% | +51.5% | -53.4% | -7.8% |
| 3Y | +53.5% | +290.6% | -237.1% | +25.8% |
| 5Y | -15.1% | +153.1% | -168.2% | -28.5% |
| 10Y | +81.0% | +332.4% | -251.4% | +47.2% |
| All | +81.0% | +318.7% | -237.7% | +47.2% |
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