+131.0%
NEM vs COMP
-14.2%
+145.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.5% |
| 7D | +0.3% | +2.2% | -1.9% | 0.0% |
| 30D | +1.1% | +16.3% | -15.2% | -0.4% |
| 3M | +1.3% | -19.1% | +20.4% | +2.9% |
| 6M | -1.4% | +17.1% | -18.5% | -3.4% |
| YTD | +19.4% | -2.9% | +22.3% | +17.9% |
| 1Y | +32.9% | +8.8% | +24.1% | +30.0% |
| 3Y | +267.0% | +423.5% | -156.5% | +205.1% |
| 5Y | +131.0% | -10.5% | +141.5% | +96.3% |
| All | +131.0% | -14.2% | +145.3% | +96.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling