+508.4%
F vs NEM
+454.8%
+53.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +1.6% | +13.4% | -11.9% | +0.6% |
| 30D | +2.6% | +6.5% | -3.9% | +2.1% |
| 3M | -8.8% | +14.9% | -23.7% | -9.8% |
| 6M | +4.6% | +5.5% | -0.9% | +4.0% |
| YTD | -1.9% | +21.9% | -23.8% | -3.7% |
| 1Y | -0.8% | +47.9% | -48.6% | -3.9% |
| 3Y | +43.5% | +238.2% | -194.7% | +30.4% |
| 5Y | -12.1% | +146.2% | -158.2% | -19.1% |
| 10Y | +83.6% | +309.3% | -225.7% | +62.3% |
| All | +508.4% | +454.8% | +53.6% | +434.9% |
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