+27.3%
NEM vs ALL
+30.2%
-2.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.6% |
| 7D | -6.4% | +5.0% | -11.5% | -4.5% |
| 30D | +1.4% | +13.3% | -11.9% | +7.3% |
| 3M | -0.7% | +3.2% | -3.9% | +0.4% |
| 6M | -4.5% | +25.3% | -29.8% | +7.9% |
| YTD | +14.0% | +30.5% | -16.4% | +29.9% |
| 1Y | +27.3% | +29.2% | -1.9% | +45.5% |
| All | +27.3% | +30.2% | -2.9% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling