+471.2%
NEM vs NTRS
+7,800.3%
-7,329.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -1.0% | +1.4% | -2.4% | -1.1% |
| 30D | +7.8% | -0.7% | +8.5% | +7.9% |
| 3M | +30.2% | +11.3% | +18.9% | +29.0% |
| 6M | +9.6% | +35.5% | -25.9% | +6.6% |
| YTD | +27.8% | +40.6% | -12.8% | +23.9% |
| 1Y | +60.7% | +49.2% | +11.5% | +55.0% |
| 3Y | +245.3% | +167.2% | +78.1% | +215.8% |
| 5Y | +155.3% | +94.9% | +60.4% | +137.4% |
| 10Y | +313.2% | +259.5% | +53.7% | +259.7% |
| All | +471.2% | +7,800.3% | -7,329.2% | +437.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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