+120.2%
NEM vs QS
-90.5%
+210.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.8% |
| 7D | -6.4% | -14.0% | +7.6% | -5.4% |
| 30D | +1.4% | -6.4% | +7.8% | +1.9% |
| 3M | -0.7% | -40.3% | +39.5% | +2.9% |
| 6M | -4.5% | -57.5% | +53.0% | +0.8% |
| YTD | +14.0% | -64.7% | +78.7% | +20.9% |
| 1Y | +27.3% | -72.9% | +100.2% | +36.4% |
| 3Y | +250.5% | -33.5% | +284.0% | +249.1% |
| All | +120.2% | -90.5% | +210.7% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling