-4.5%
NEM vs Q
-30.6%
+26.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +4.0% | +1.4% |
| 7D | -6.4% | +1.2% | -7.6% | -6.7% |
| 30D | +1.4% | -2.7% | +4.1% | +1.9% |
| 3M | -0.7% | -16.9% | +16.2% | +4.2% |
| 6M | -4.5% | -26.9% | +22.4% | +2.3% |
| All | -4.5% | -30.6% | +26.1% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling