+157.7%
NEM vs A
-16.2%
+174.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +3.1% | -4.4% | +7.4% | +4.2% |
| 30D | +10.0% | -2.7% | +12.7% | +10.8% |
| 3M | +30.9% | +7.0% | +23.8% | +28.8% |
| 6M | +10.5% | +24.6% | -14.1% | +4.4% |
| YTD | +29.7% | +7.0% | +22.7% | +27.0% |
| 1Y | +71.1% | +15.6% | +55.6% | +63.9% |
| 3Y | +252.1% | +29.9% | +222.2% | +225.3% |
| 5Y | +157.7% | -15.4% | +173.1% | +132.9% |
| All | +157.7% | -16.2% | +174.0% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling