+938.3%
NEM vs BG
+1,181.2%
-242.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +3.1% | +0.5% | +2.5% | +2.9% |
| 30D | +10.0% | +10.3% | -0.3% | +7.7% |
| 3M | +30.9% | -1.9% | +32.8% | +30.8% |
| 6M | +10.5% | +5.2% | +5.3% | +8.6% |
| YTD | +29.7% | +41.2% | -11.4% | +20.3% |
| 1Y | +71.1% | +50.5% | +20.6% | +56.3% |
| 3Y | +252.1% | +19.9% | +232.2% | +232.4% |
| 5Y | +157.7% | +86.7% | +71.0% | +117.6% |
| 10Y | +319.4% | +167.5% | +151.9% | +208.4% |
| All | +938.3% | +1,181.2% | -242.9% | +721.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling