+319.4%
NEM vs ALL
+359.1%
-39.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +3.1% | -2.2% | +5.3% | +3.3% |
| 30D | +10.0% | -5.6% | +15.6% | +10.7% |
| 3M | +30.9% | +17.2% | +13.6% | +27.6% |
| 6M | +10.5% | +23.2% | -12.7% | +6.7% |
| YTD | +29.7% | +23.6% | +6.1% | +24.8% |
| 1Y | +71.1% | +29.2% | +42.0% | +63.1% |
| 3Y | +252.1% | +153.8% | +98.3% | +198.7% |
| 5Y | +157.7% | +116.1% | +41.6% | +122.9% |
| 10Y | +319.4% | +364.8% | -45.5% | +201.2% |
| All | +319.4% | +359.1% | -39.7% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling