+342.6%
NEM vs P
+691.2%
-348.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.3% | -4.1% |
| 7D | +11.6% | -13.3% | +24.9% | +12.8% |
| 30D | +1.8% | -34.0% | +35.8% | +5.4% |
| 3M | +2.5% | +4.1% | -1.6% | +1.0% |
| 6M | +3.4% | +30.5% | -27.1% | -0.9% |
| YTD | +20.9% | +52.2% | -31.3% | +14.1% |
| 1Y | +37.2% | +10.3% | +26.9% | +32.2% |
| 3Y | +271.6% | +180.9% | +90.8% | +225.6% |
| 5Y | +136.6% | +259.7% | -123.1% | +101.6% |
| 10Y | +342.6% | +652.6% | -310.0% | +239.7% |
| All | +342.6% | +691.2% | -348.5% | +239.7% |
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