+153.1%
NEM vs ALL
+145.6%
+7.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | +14.7% | -3.9% | +18.6% | +15.0% |
| 30D | +6.2% | +10.6% | -4.4% | +5.6% |
| 3M | +11.0% | -4.6% | +15.6% | +11.3% |
| 6M | +7.9% | +20.2% | -12.3% | +5.6% |
| YTD | +26.2% | +23.7% | +2.5% | +22.5% |
| 1Y | +51.5% | +27.9% | +23.6% | +46.2% |
| 3Y | +290.6% | +109.2% | +181.4% | +250.7% |
| 5Y | +153.1% | +148.0% | +5.1% | +129.7% |
| All | +153.1% | +145.6% | +7.5% | +129.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling