+119.8%
NEM vs QS
-47.4%
+167.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -3.3% | -5.0% | +1.7% | -3.2% |
| 30D | +7.8% | -18.3% | +26.1% | +8.5% |
| 3M | +36.3% | -26.0% | +62.3% | +37.3% |
| 6M | +6.6% | -24.0% | +30.6% | +7.3% |
| YTD | +27.1% | -50.3% | +77.4% | +29.0% |
| 1Y | +62.3% | -38.0% | +100.3% | +64.0% |
| 3Y | +245.1% | -24.6% | +269.7% | +244.7% |
| 5Y | +154.0% | -75.4% | +229.4% | +152.4% |
| All | +119.8% | -47.4% | +167.2% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling