+247.7%
NEM vs BAX
-32.5%
+280.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.2% |
| 7D | +3.9% | -2.4% | +6.3% | +4.2% |
| 30D | +12.7% | -9.7% | +22.5% | +14.5% |
| 3M | +28.7% | +29.3% | -0.6% | +23.1% |
| 6M | +9.8% | +40.7% | -30.9% | +3.3% |
| YTD | +28.1% | +30.3% | -2.2% | +21.6% |
| 1Y | +69.3% | +3.4% | +66.0% | +65.0% |
| 3Y | +247.7% | -32.0% | +279.7% | +250.2% |
| All | +247.7% | -32.5% | +280.2% | +250.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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