+344.1%
NEM vs NDAQ
+471.8%
-127.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -6.4% | +1.3% | -7.7% | -6.7% |
| 30D | +1.4% | +18.0% | -16.5% | -2.5% |
| 3M | -0.7% | +11.5% | -12.2% | -3.3% |
| 6M | -4.5% | +21.1% | -25.6% | -9.0% |
| YTD | +14.0% | +12.8% | +1.2% | +10.0% |
| 1Y | +27.3% | +25.7% | +1.6% | +19.6% |
| 3Y | +250.5% | +116.8% | +133.7% | +186.2% |
| 5Y | +121.1% | +67.3% | +53.8% | +90.4% |
| All | +344.1% | +471.8% | -127.7% | +206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling