+146.9%
NEM vs P
+247.4%
-100.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.6% |
| 7D | +13.4% | -23.8% | +37.2% | +16.3% |
| 30D | +6.5% | -36.6% | +43.1% | +11.3% |
| 3M | +14.9% | +10.9% | +4.0% | +11.8% |
| 6M | +5.5% | +30.0% | -24.5% | +0.1% |
| YTD | +21.9% | +44.4% | -22.5% | +14.1% |
| 1Y | +47.9% | +3.9% | +43.9% | +41.8% |
| 3Y | +238.2% | +176.6% | +61.6% | +191.4% |
| All | +146.9% | +247.4% | -100.5% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling