+342.1%
NEM vs AR
+57.2%
+284.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -5.0% |
| 7D | -5.9% | +6.4% | -12.3% | -6.2% |
| 30D | -2.6% | +3.1% | -5.7% | -2.8% |
| 3M | -4.2% | +3.3% | -7.5% | -4.5% |
| 6M | -5.5% | +6.6% | -12.0% | -6.1% |
| YTD | +13.5% | +12.3% | +1.2% | +12.1% |
| 1Y | +22.2% | +12.3% | +9.8% | +20.6% |
| 3Y | +249.0% | +50.4% | +198.5% | +236.4% |
| 5Y | +120.1% | +101.0% | +19.1% | +108.7% |
| All | +342.1% | +57.2% | +284.9% | +341.4% |
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