+615.0%
F vs NEM
+487.7%
+127.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.6% |
| 7D | +5.3% | +0.3% | +5.0% | +5.3% |
| 30D | +4.6% | +23.1% | -18.5% | +3.0% |
| 3M | -3.7% | +18.5% | -22.1% | -4.9% |
| 6M | +16.8% | +7.8% | +9.0% | +15.9% |
| YTD | +15.3% | +29.1% | -13.8% | +12.8% |
| 1Y | +31.0% | +72.7% | -41.7% | +25.3% |
| 3Y | +45.4% | +248.7% | -203.3% | +31.8% |
| 5Y | +54.7% | +148.7% | -94.0% | +42.1% |
| 10Y | +98.2% | +304.8% | -206.5% | +75.1% |
| All | +615.0% | +487.7% | +127.3% | +526.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling