+737.0%
NEM vs A
+557.8%
+179.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.0% |
| 7D | +11.6% | +1.4% | +10.2% | +11.5% |
| 30D | +1.8% | +4.3% | -2.5% | +1.4% |
| 3M | +2.5% | +19.8% | -17.3% | +0.7% |
| 6M | +3.4% | +54.4% | -51.0% | -1.0% |
| YTD | +20.9% | +31.7% | -10.8% | +17.5% |
| 1Y | +37.2% | +22.4% | +14.7% | +34.2% |
| 3Y | +271.6% | +67.7% | +203.9% | +252.0% |
| 5Y | +136.6% | +15.7% | +120.9% | +130.0% |
| 10Y | +342.6% | +308.7% | +33.9% | +289.1% |
| All | +737.0% | +557.8% | +179.2% | +613.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling