+250.5%
NEM vs A
+29.6%
+220.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.7% |
| 7D | +3.1% | -4.4% | +7.4% | +4.3% |
| 30D | +10.0% | -2.7% | +12.7% | +10.9% |
| 3M | +30.9% | +7.0% | +23.8% | +28.6% |
| 6M | +10.5% | +24.6% | -14.1% | +3.7% |
| YTD | +29.7% | +7.0% | +22.7% | +26.9% |
| 1Y | +71.1% | +15.6% | +55.6% | +63.1% |
| All | +250.5% | +29.6% | +220.9% | +208.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling