+157.7%
NEM vs BAX
-67.6%
+225.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | +3.1% | -5.1% | +8.1% | +4.0% |
| 30D | +10.0% | -12.2% | +22.2% | +12.5% |
| 3M | +30.9% | +21.8% | +9.1% | +25.8% |
| 6M | +10.5% | +36.3% | -25.8% | +3.7% |
| YTD | +29.7% | +27.8% | +1.9% | +22.6% |
| 1Y | +71.1% | -0.1% | +71.2% | +67.9% |
| 3Y | +252.1% | -33.3% | +285.4% | +265.9% |
| 5Y | +157.7% | -67.1% | +224.8% | +205.9% |
| All | +157.7% | -67.6% | +225.3% | +205.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling