+247.7%
NEM vs BAH
-32.1%
+279.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | +3.9% | -4.3% | +8.2% | +4.1% |
| 30D | +12.7% | -4.5% | +17.2% | +13.0% |
| 3M | +28.7% | -7.6% | +36.3% | +29.1% |
| 6M | +9.8% | -10.6% | +20.4% | +10.3% |
| YTD | +28.1% | -12.6% | +40.7% | +28.3% |
| 1Y | +69.3% | -27.0% | +96.3% | +72.2% |
| 3Y | +247.7% | -31.5% | +279.2% | +270.3% |
| All | +247.7% | -32.1% | +279.8% | +270.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling