+59.9%
NEM vs QS
-37.9%
+97.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -3.3% | -5.0% | +1.7% | -2.4% |
| 30D | +7.8% | -18.3% | +26.1% | +12.0% |
| 3M | +36.3% | -26.0% | +62.3% | +42.7% |
| 6M | +6.6% | -24.0% | +30.6% | +11.3% |
| YTD | +27.1% | -50.3% | +77.4% | +38.5% |
| All | +59.9% | -37.9% | +97.7% | +66.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling