+154.0%
NEM vs NSC
+44.4%
+109.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.3% | -1.4% | -1.9% | -3.0% |
| 30D | +7.8% | -3.4% | +11.2% | +8.8% |
| 3M | +36.3% | +5.1% | +31.2% | +34.3% |
| 6M | +6.6% | +9.2% | -2.7% | +3.8% |
| YTD | +27.1% | +13.4% | +13.7% | +22.5% |
| 1Y | +62.3% | +20.8% | +41.5% | +53.7% |
| 3Y | +245.1% | +76.1% | +169.0% | +189.9% |
| 5Y | +154.0% | +45.3% | +108.7% | +117.3% |
| All | +154.0% | +44.4% | +109.6% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling