+291.3%
NEM vs AR
+45.1%
+246.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | +3.9% | -1.8% | +5.7% | +4.0% |
| 30D | +12.7% | +12.6% | +0.1% | +11.9% |
| 3M | +28.7% | +10.0% | +18.6% | +27.8% |
| 6M | +9.8% | +0.6% | +9.1% | +9.4% |
| YTD | +28.1% | +13.4% | +14.7% | +26.5% |
| 1Y | +69.3% | +21.7% | +47.6% | +66.3% |
| 3Y | +247.7% | +45.8% | +201.8% | +235.6% |
| 5Y | +153.4% | +144.3% | +9.1% | +137.8% |
| 10Y | +291.3% | +41.8% | +249.5% | +330.4% |
| All | +291.3% | +45.1% | +246.2% | +330.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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