+321.6%
NEM vs NTR
+97.9%
+223.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | +7.8% | +16.8% | -8.9% | +4.6% |
| 3M | +30.2% | +20.7% | +9.5% | +25.3% |
| 6M | +9.6% | +0.5% | +9.1% | +8.9% |
| YTD | +27.8% | +29.2% | -1.4% | +21.0% |
| 1Y | +60.7% | +39.6% | +21.1% | +49.6% |
| 3Y | +245.3% | +37.9% | +207.4% | +218.9% |
| 5Y | +155.3% | +47.1% | +108.3% | +135.9% |
| All | +321.6% | +97.9% | +223.7% | +290.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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