+685.9%
NEM vs A
+539.8%
+146.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -4.7% |
| 7D | -5.9% | +0.7% | -6.6% | -6.0% |
| 30D | -2.6% | +0.8% | -3.4% | -2.6% |
| 3M | -4.2% | +16.9% | -21.1% | -5.7% |
| 6M | -5.5% | +53.8% | -59.2% | -9.4% |
| YTD | +13.5% | +28.1% | -14.6% | +10.6% |
| 1Y | +22.2% | +15.0% | +7.1% | +20.2% |
| 3Y | +249.0% | +63.1% | +185.9% | +231.4% |
| 5Y | +120.1% | +11.5% | +108.6% | +114.6% |
| 10Y | +356.3% | +303.2% | +53.1% | +301.8% |
| All | +685.9% | +539.8% | +146.2% | +571.5% |
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