+60.7%
NEM vs A
+18.0%
+42.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | -0.1% |
| 7D | -1.0% | -2.6% | +1.6% | -0.4% |
| 30D | +7.8% | -0.9% | +8.7% | +8.2% |
| 3M | +30.2% | +13.6% | +16.6% | +27.1% |
| 6M | +9.6% | +27.8% | -18.2% | +4.1% |
| YTD | +27.8% | +8.6% | +19.2% | +25.5% |
| 1Y | +60.7% | +16.9% | +43.8% | +55.2% |
| All | +60.7% | +18.0% | +42.7% | +55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling