+200.6%
NEM vs BAH
+886.2%
-685.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.6% |
| 7D | +0.3% | -3.2% | +3.5% | +0.7% |
| 30D | +23.1% | +2.0% | +21.1% | +22.8% |
| 3M | +18.5% | -7.6% | +26.1% | +19.4% |
| 6M | +7.8% | -5.7% | +13.5% | +7.9% |
| YTD | +29.1% | -11.7% | +40.8% | +29.8% |
| 1Y | +72.7% | -27.4% | +100.0% | +78.1% |
| 3Y | +248.7% | -32.5% | +281.3% | +256.3% |
| 5Y | +148.7% | -3.3% | +152.0% | +138.7% |
| 10Y | +304.8% | +186.0% | +118.8% | +230.3% |
| All | +200.6% | +886.2% | -685.6% | +92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling