+567.2%
NEM vs NDAQ
+2,666.5%
-2,099.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.4% |
| 7D | +11.6% | +2.9% | +8.8% | +11.1% |
| 30D | +1.8% | +17.5% | -15.7% | -0.8% |
| 3M | +2.5% | +15.4% | -12.9% | +0.2% |
| 6M | +3.4% | +24.6% | -21.2% | -0.3% |
| YTD | +20.9% | +14.4% | +6.5% | +17.8% |
| 1Y | +37.2% | +26.9% | +10.3% | +31.6% |
| 3Y | +271.6% | +119.8% | +151.8% | +226.2% |
| 5Y | +136.6% | +70.5% | +66.2% | +114.1% |
| 10Y | +342.6% | +475.8% | -133.2% | +231.2% |
| All | +567.2% | +2,666.5% | -2,099.3% | +356.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling