-3.5%
F vs NEM
+34.4%
-38.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +3.3% | +1.1% | +2.2% | +2.9% |
| 3M | -11.3% | +1.3% | -12.6% | -11.9% |
| 6M | +5.3% | -1.4% | +6.7% | +4.7% |
| YTD | -2.2% | +19.4% | -21.6% | -7.0% |
| 1Y | -3.5% | +32.9% | -36.5% | -11.3% |
| All | -3.5% | +34.4% | -38.0% | -11.3% |
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