+67.2%
F vs NEM
+361.4%
-294.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.1% | -2.2% |
| 7D | -3.9% | -5.9% | +2.0% | -3.1% |
| 30D | -0.5% | -2.6% | +2.1% | -0.2% |
| 3M | -12.9% | -4.2% | -8.7% | -12.6% |
| 6M | +1.5% | -5.5% | +7.0% | +1.8% |
| YTD | -5.0% | +13.5% | -18.6% | -7.5% |
| 1Y | -7.3% | +22.2% | -29.5% | -10.7% |
| 3Y | +45.3% | +249.0% | -203.7% | +19.5% |
| 5Y | -15.8% | +120.1% | -135.9% | -28.3% |
| All | +67.2% | +361.4% | -294.2% | +36.1% |
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