+51.1%
NEM vs BG
+7.2%
+43.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.4% | +7.5% | +9.6% |
| 7D | +3.7% | -3.8% | +7.4% | +4.1% |
| 30D | +2.0% | -9.6% | +11.6% | +3.1% |
| 3M | +21.1% | -8.5% | +29.6% | +21.2% |
| 6M | +9.5% | -23.0% | +32.6% | +14.2% |
| YTD | +19.1% | +10.9% | +8.2% | +12.1% |
| 1Y | +51.1% | +6.0% | +45.1% | +44.0% |
| All | +51.1% | +7.2% | +43.9% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling