-15.8%
F vs NEM
+144.1%
-160.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +1.6% | +13.4% | -11.9% | -0.2% |
| 30D | +2.6% | +6.5% | -3.9% | +1.6% |
| 3M | -8.8% | +14.9% | -23.7% | -10.7% |
| 6M | +4.6% | +5.5% | -0.9% | +3.3% |
| YTD | -1.9% | +21.9% | -23.8% | -5.2% |
| 1Y | -0.8% | +47.9% | -48.6% | -6.4% |
| 3Y | +43.5% | +238.2% | -194.7% | +17.8% |
| All | -15.8% | +144.1% | -160.0% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling