+300.2%
NEM vs NDAQ
+370.8%
-70.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.4% |
| 7D | -3.3% | -6.8% | +3.5% | -1.7% |
| 30D | +7.8% | -3.2% | +11.0% | +8.6% |
| 3M | +36.3% | +6.5% | +29.8% | +33.9% |
| 6M | +6.6% | +5.7% | +0.8% | +4.6% |
| YTD | +27.1% | -4.6% | +31.8% | +27.7% |
| 1Y | +62.3% | -1.6% | +63.9% | +61.6% |
| 3Y | +245.1% | +86.4% | +158.6% | +190.8% |
| 5Y | +154.0% | +50.3% | +103.7% | +123.1% |
| All | +300.2% | +370.8% | -70.7% | +187.7% |
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