+249.8%
NEM vs NVD
-99.1%
+349.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.5% | -6.5% | -1.7% |
| 7D | -3.3% | +9.0% | -12.3% | -2.8% |
| 30D | +7.8% | -5.5% | +13.3% | +7.7% |
| 3M | +36.3% | -24.6% | +60.9% | +34.9% |
| 6M | +6.6% | -42.1% | +48.6% | +5.0% |
| YTD | +27.1% | -44.3% | +71.5% | +25.3% |
| 1Y | +62.3% | -54.2% | +116.5% | +59.5% |
| 3Y | +245.1% | -99.1% | +344.2% | +252.1% |
| All | +249.8% | -99.1% | +349.0% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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