+146.9%
NEM vs B
+134.6%
+12.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.5% |
| 7D | +13.4% | +9.6% | +3.8% | +4.9% |
| 30D | +6.5% | +3.5% | +3.0% | +3.4% |
| 3M | +14.9% | -1.6% | +16.5% | +16.0% |
| 6M | +5.5% | -1.7% | +7.2% | +6.1% |
| YTD | +21.9% | -5.3% | +27.2% | +27.5% |
| 1Y | +47.9% | +27.2% | +20.7% | +20.7% |
| 3Y | +238.2% | +166.1% | +72.1% | +44.4% |
| All | +146.9% | +134.6% | +12.3% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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