+154.6%
NEM vs ALL
+118.4%
+36.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.4% | -1.7% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +23.1% | -1.5% | +24.6% | +23.1% |
| 3M | +18.5% | +23.6% | -5.1% | +15.9% |
| 6M | +7.8% | +22.3% | -14.6% | +5.4% |
| YTD | +29.1% | +26.5% | +2.6% | +25.3% |
| 1Y | +72.7% | +27.0% | +45.7% | +67.3% |
| 3Y | +248.7% | +149.6% | +99.2% | +208.3% |
| All | +154.6% | +118.4% | +36.2% | +126.1% |
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