+51.1%
NEM vs LOW
-0.5%
+51.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.5% | +2.4% | +7.2% |
| 7D | +3.7% | +15.6% | -11.9% | -1.2% |
| 30D | +2.0% | +28.6% | -26.6% | -6.1% |
| 3M | +21.1% | +5.8% | +15.3% | +18.2% |
| 6M | +9.5% | +3.8% | +5.7% | +8.1% |
| YTD | +19.1% | -2.8% | +21.8% | +20.3% |
| 1Y | +51.1% | -1.4% | +52.5% | +52.2% |
| All | +51.1% | -0.5% | +51.6% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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