+746.2%
NEM vs P
+469.1%
+277.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.7% |
| 7D | +13.4% | -23.8% | +37.2% | +15.7% |
| 30D | +6.5% | -36.6% | +43.1% | +10.3% |
| 3M | +14.9% | +10.9% | +4.0% | +12.7% |
| 6M | +5.5% | +30.0% | -24.5% | +1.6% |
| YTD | +21.9% | +44.4% | -22.5% | +16.1% |
| 1Y | +47.9% | +3.9% | +43.9% | +43.7% |
| 3Y | +238.2% | +176.6% | +61.6% | +201.0% |
| 5Y | +146.2% | +249.3% | -103.1% | +114.0% |
| 10Y | +309.3% | +726.9% | -417.6% | +228.5% |
| All | +746.2% | +469.1% | +277.1% | +597.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling