+409.6%
NEM vs BEN
+5,152.6%
-4,743.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -6.4% | +6.8% | -13.2% | -7.1% |
| 30D | +1.4% | +18.0% | -16.6% | -0.5% |
| 3M | -0.7% | +7.5% | -8.2% | -1.5% |
| 6M | -4.5% | +14.7% | -19.2% | -5.9% |
| YTD | +14.0% | +56.1% | -42.0% | +8.3% |
| 1Y | +27.3% | +69.6% | -42.3% | +19.8% |
| 3Y | +250.5% | +87.7% | +162.8% | +224.1% |
| 5Y | +121.1% | +28.6% | +92.4% | +110.7% |
| 10Y | +358.3% | +59.8% | +298.5% | +316.2% |
| All | +409.6% | +5,152.6% | -4,743.0% | +447.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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