+612.4%
NEM vs NDAQ
+2,327.9%
-1,715.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.5% |
| 7D | +0.3% | -2.4% | +2.7% | +0.7% |
| 30D | +23.1% | +2.5% | +20.6% | +22.6% |
| 3M | +18.5% | +9.9% | +8.6% | +16.6% |
| 6M | +7.8% | +9.4% | -1.7% | +6.0% |
| YTD | +29.1% | +0.4% | +28.7% | +28.4% |
| 1Y | +72.7% | +4.0% | +68.6% | +70.7% |
| 3Y | +248.7% | +94.4% | +154.4% | +211.9% |
| 5Y | +148.7% | +56.7% | +92.0% | +128.0% |
| 10Y | +304.8% | +375.3% | -70.5% | +212.0% |
| All | +612.4% | +2,327.9% | -1,715.5% | +397.6% |
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