+178.0%
NEM vs BAH
+1,077.1%
-899.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | +0.3% | -1.6% | +1.9% | +0.5% |
| 30D | +1.1% | +18.0% | -16.9% | -1.0% |
| 3M | +1.3% | +11.4% | -10.1% | -0.3% |
| 6M | -1.4% | +17.7% | -19.1% | -3.9% |
| YTD | +19.4% | +5.4% | +14.1% | +17.3% |
| 1Y | +32.9% | +2.8% | +30.2% | +30.9% |
| 3Y | +267.0% | -26.7% | +293.7% | +271.7% |
| 5Y | +131.0% | +8.1% | +122.9% | +118.9% |
| 10Y | +379.9% | +202.5% | +177.4% | +289.4% |
| All | +178.0% | +1,077.1% | -899.1% | +73.8% |
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