+251.7%
NEM vs NVD
-99.1%
+350.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -1.0% | +10.8% | -11.8% | -0.3% |
| 30D | +7.8% | +0.8% | +7.1% | +8.1% |
| 3M | +30.2% | -20.8% | +51.0% | +29.3% |
| 6M | +9.6% | -41.2% | +50.8% | +8.1% |
| YTD | +27.8% | -44.2% | +72.0% | +26.0% |
| 1Y | +60.7% | -54.2% | +114.9% | +57.9% |
| 3Y | +245.3% | -99.1% | +344.4% | +251.9% |
| All | +251.7% | -99.1% | +350.8% | +259.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling