+332.2%
NEM vs BR
+1,281.7%
-949.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +3.1% | -5.0% | +8.1% | +4.4% |
| 30D | +10.0% | -2.5% | +12.5% | +10.7% |
| 3M | +30.9% | +13.5% | +17.4% | +26.3% |
| 6M | +10.5% | -9.4% | +19.9% | +12.6% |
| YTD | +29.7% | -23.3% | +53.0% | +37.4% |
| 1Y | +71.1% | -31.6% | +102.7% | +86.7% |
| 3Y | +252.1% | -5.1% | +257.2% | +249.1% |
| 5Y | +157.7% | +8.2% | +149.5% | +143.6% |
| 10Y | +319.4% | +189.8% | +129.5% | +190.8% |
| All | +332.2% | +1,281.7% | -949.5% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling