+793.7%
NEM vs A
+457.0%
+336.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +0.3% | -1.9% | +2.2% | +0.5% |
| 30D | +23.1% | +6.9% | +16.2% | +22.3% |
| 3M | +18.5% | +9.2% | +9.3% | +17.5% |
| 6M | +7.8% | +25.7% | -17.9% | +5.3% |
| YTD | +29.1% | +11.5% | +17.6% | +27.5% |
| 1Y | +72.7% | +18.4% | +54.3% | +69.4% |
| 3Y | +248.7% | +26.6% | +222.1% | +239.0% |
| 5Y | +148.7% | -12.8% | +161.5% | +147.8% |
| 10Y | +304.8% | +247.2% | +57.6% | +261.5% |
| All | +793.7% | +457.0% | +336.7% | +674.1% |
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 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