+327.9%
NEM vs NTR
+103.7%
+224.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.3% |
| 7D | +3.1% | +0.5% | +2.5% | +2.9% |
| 30D | +10.0% | +21.7% | -11.7% | +5.9% |
| 3M | +30.9% | +22.8% | +8.1% | +25.6% |
| 6M | +10.5% | +8.2% | +2.3% | +8.2% |
| YTD | +29.7% | +32.9% | -3.2% | +22.1% |
| 1Y | +71.1% | +45.3% | +25.8% | +58.1% |
| 3Y | +252.1% | +41.7% | +210.4% | +223.5% |
| 5Y | +157.7% | +49.8% | +107.9% | +137.0% |
| All | +327.9% | +103.7% | +224.3% | +294.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling