+344.1%
NEM vs BAH
+198.8%
+145.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -6.4% | +1.7% | -8.1% | -6.6% |
| 30D | +1.4% | +20.8% | -19.4% | -0.8% |
| 3M | -0.7% | +11.6% | -12.3% | -2.1% |
| 6M | -4.5% | +23.1% | -27.6% | -7.2% |
| YTD | +14.0% | +5.3% | +8.8% | +12.2% |
| 1Y | +27.3% | +6.1% | +21.1% | +24.9% |
| 3Y | +250.5% | -27.5% | +278.0% | +254.8% |
| 5Y | +121.1% | +6.2% | +114.9% | +108.6% |
| All | +344.1% | +198.8% | +145.3% | +275.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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