+302.3%
NEM vs NI
+143.3%
+159.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +7.8% | -1.4% | +9.2% | +8.3% |
| 3M | +30.2% | -10.6% | +40.8% | +35.2% |
| 6M | +9.6% | -9.3% | +18.9% | +13.1% |
| YTD | +27.8% | +1.1% | +26.7% | +26.7% |
| 1Y | +60.7% | +3.4% | +57.3% | +58.1% |
| 3Y | +245.3% | +67.9% | +177.4% | +186.9% |
| 5Y | +155.3% | +98.0% | +57.4% | +101.4% |
| All | +302.3% | +143.3% | +159.1% | +159.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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