+25.3%
F vs NEM
+67.3%
-41.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.2% |
| 3M | -5.7% | +28.7% | -34.3% | -8.5% |
| 6M | +17.9% | +9.8% | +8.2% | +15.6% |
| YTD | +10.4% | +28.1% | -17.7% | +9.0% |
| 1Y | +25.3% | +69.3% | -44.0% | +15.6% |
| All | +25.3% | +67.3% | -41.9% | +15.6% |
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