+796.4%
NEM vs P
+485.4%
+311.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.9% |
| 7D | +0.3% | +6.5% | -6.2% | -0.3% |
| 30D | +23.1% | +18.8% | +4.2% | +20.8% |
| 3M | +18.5% | +26.7% | -8.3% | +15.4% |
| 6M | +7.8% | +62.2% | -54.4% | +2.5% |
| YTD | +29.1% | +48.5% | -19.4% | +23.6% |
| 1Y | +72.7% | +26.4% | +46.3% | +66.5% |
| 3Y | +248.7% | +159.4% | +89.3% | +213.5% |
| 5Y | +148.7% | +275.8% | -127.1% | +116.5% |
| 10Y | +304.8% | +732.0% | -427.3% | +225.5% |
| All | +796.4% | +485.4% | +311.1% | +642.4% |
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