+444.6%
NEM vs B
+719.1%
-274.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.6% |
| 7D | +13.4% | +9.6% | +3.8% | +5.5% |
| 30D | +6.5% | +3.5% | +3.0% | +3.7% |
| 3M | +14.9% | -1.6% | +16.5% | +16.1% |
| 6M | +5.5% | -1.7% | +7.2% | +6.5% |
| YTD | +21.9% | -5.3% | +27.2% | +27.7% |
| 1Y | +47.9% | +27.2% | +20.7% | +22.3% |
| 3Y | +238.2% | +166.1% | +72.1% | +53.3% |
| 5Y | +146.2% | +136.5% | +9.7% | +21.4% |
| 10Y | +309.3% | +172.2% | +137.1% | +65.0% |
| All | +444.6% | +719.1% | -274.5% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling