+472.4%
NEM vs NSC
+5,718.1%
-5,245.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.9% | -1.5% | +5.4% | +4.1% |
| 30D | +12.7% | -1.9% | +14.6% | +13.1% |
| 3M | +28.7% | +6.2% | +22.4% | +27.4% |
| 6M | +9.8% | +9.2% | +0.6% | +8.2% |
| YTD | +28.1% | +15.0% | +13.1% | +25.2% |
| 1Y | +69.3% | +21.1% | +48.3% | +64.3% |
| 3Y | +247.7% | +78.6% | +169.1% | +217.2% |
| 5Y | +153.4% | +45.9% | +107.5% | +136.3% |
| 10Y | +291.3% | +326.9% | -35.6% | +208.9% |
| All | +472.4% | +5,718.1% | -5,245.6% | +392.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling