+250.5%
NEM vs NSC
+77.7%
+172.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.8% |
| 7D | -6.4% | +2.5% | -8.9% | -7.0% |
| 30D | +1.4% | +1.7% | -0.3% | +1.0% |
| 3M | -0.7% | -2.6% | +1.8% | -0.2% |
| 6M | -4.5% | +6.4% | -10.9% | -6.3% |
| YTD | +14.0% | +15.5% | -1.4% | +9.4% |
| 1Y | +27.3% | +17.6% | +9.7% | +21.5% |
| 3Y | +250.5% | +75.0% | +175.5% | +176.0% |
| All | +250.5% | +77.7% | +172.8% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling