+65.2%
NEM vs Q
+78.4%
-13.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.7% |
| 7D | +3.1% | +6.6% | -3.6% | +0.9% |
| 30D | +10.0% | -6.6% | +16.6% | +12.0% |
| 3M | +30.9% | -13.2% | +44.1% | +34.2% |
| 6M | +10.5% | +9.9% | +0.6% | +3.6% |
| YTD | +29.7% | +53.9% | -24.2% | +12.5% |
| All | +65.2% | +78.4% | -13.2% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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