+131.0%
NEM vs NDAQ
+69.3%
+61.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +1.1% | +16.3% | -15.2% | -2.1% |
| 3M | +1.3% | +15.8% | -14.5% | -1.9% |
| 6M | -1.4% | +24.8% | -26.2% | -6.3% |
| YTD | +19.4% | +14.1% | +5.3% | +15.3% |
| 1Y | +32.9% | +26.5% | +6.4% | +25.4% |
| 3Y | +267.0% | +119.1% | +147.9% | +204.4% |
| 5Y | +131.0% | +70.9% | +60.1% | +101.5% |
| All | +131.0% | +69.3% | +61.7% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling