+245.3%
NEM vs BR
-5.3%
+250.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.0% | -3.0% | +2.0% | -0.7% |
| 30D | +7.8% | -0.3% | +8.1% | +8.0% |
| 3M | +30.2% | +17.3% | +12.9% | +28.6% |
| 6M | +9.6% | -6.7% | +16.3% | +12.1% |
| YTD | +27.8% | -23.4% | +51.3% | +37.4% |
| 1Y | +60.7% | -32.7% | +93.4% | +81.1% |
| 3Y | +245.3% | -5.9% | +251.2% | +242.5% |
| All | +245.3% | -5.3% | +250.6% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling