+476.9%
NEM vs BAX
+900.4%
-423.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | +0.3% | -1.1% | +1.4% | +0.4% |
| 30D | +23.1% | -5.5% | +28.5% | +23.8% |
| 3M | +18.5% | +33.5% | -15.1% | +14.5% |
| 6M | +7.8% | +35.9% | -28.1% | +3.8% |
| YTD | +29.1% | +35.4% | -6.2% | +24.2% |
| 1Y | +72.7% | +9.8% | +62.9% | +69.3% |
| 3Y | +248.7% | -32.7% | +281.5% | +256.0% |
| 5Y | +148.7% | -65.6% | +214.2% | +169.3% |
| 10Y | +304.8% | -34.9% | +339.7% | +314.7% |
| All | +476.9% | +900.4% | -423.5% | +508.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling