+153.4%
NEM vs BAH
-2.8%
+156.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.7% |
| 7D | +3.9% | -4.3% | +8.2% | +4.2% |
| 30D | +12.7% | -4.5% | +17.2% | +13.1% |
| 3M | +28.7% | -7.6% | +36.3% | +29.3% |
| 6M | +9.8% | -10.6% | +20.4% | +10.5% |
| YTD | +28.1% | -12.6% | +40.7% | +28.6% |
| 1Y | +69.3% | -27.0% | +96.3% | +73.2% |
| 3Y | +247.7% | -31.5% | +279.2% | +248.5% |
| 5Y | +153.4% | -3.8% | +157.2% | +144.7% |
| All | +153.4% | -2.8% | +156.2% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling