+291.3%
NEM vs P
+712.4%
-421.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -0.9% |
| 7D | +3.9% | +7.8% | -4.0% | +3.1% |
| 30D | +12.7% | +12.3% | +0.4% | +11.1% |
| 3M | +28.7% | +37.1% | -8.4% | +24.2% |
| 6M | +9.8% | +66.1% | -56.3% | +3.9% |
| YTD | +28.1% | +50.9% | -22.8% | +22.1% |
| 1Y | +69.3% | +27.2% | +42.1% | +62.8% |
| 3Y | +247.7% | +158.7% | +89.0% | +211.0% |
| 5Y | +153.4% | +291.1% | -137.7% | +118.5% |
| 10Y | +291.3% | +715.0% | -423.7% | +216.3% |
| All | +291.3% | +712.4% | -421.1% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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