-7.3%
F vs NEM
+25.7%
-33.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.9% | +2.1% | -1.9% |
| 7D | -3.9% | -5.9% | +2.0% | -2.7% |
| 30D | -0.5% | -2.6% | +2.1% | -0.1% |
| 3M | -12.9% | -4.2% | -8.7% | -12.5% |
| 6M | +1.5% | -5.5% | +7.0% | +1.9% |
| YTD | -5.0% | +13.5% | -18.6% | -8.6% |
| 1Y | -7.3% | +22.2% | -29.5% | -13.0% |
| All | -7.3% | +25.7% | -33.0% | -13.0% |
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