+300.2%
NEM vs A
+247.2%
+53.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -3.3% | -4.6% | +1.3% | -2.3% |
| 30D | +7.8% | -4.3% | +12.1% | +9.0% |
| 3M | +36.3% | +8.9% | +27.3% | +33.6% |
| 6M | +6.6% | +24.5% | -18.0% | +1.0% |
| YTD | +27.1% | +5.8% | +21.3% | +24.9% |
| 1Y | +62.3% | +16.2% | +46.1% | +55.8% |
| 3Y | +245.1% | +28.5% | +216.6% | +220.8% |
| 5Y | +154.0% | -16.3% | +170.3% | +154.0% |
| All | +300.2% | +247.2% | +53.0% | +217.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling