+155.1%
NEM vs QS
-74.9%
+230.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -1.0% | -3.6% | +2.7% | -0.8% |
| 30D | +7.8% | -17.2% | +25.1% | +9.1% |
| 3M | +30.2% | -27.0% | +57.2% | +32.3% |
| 6M | +9.6% | -24.6% | +34.2% | +11.2% |
| YTD | +27.8% | -49.3% | +77.1% | +31.7% |
| 1Y | +60.7% | -40.3% | +101.0% | +63.9% |
| 3Y | +245.3% | -23.8% | +269.1% | +239.9% |
| All | +155.1% | -74.9% | +230.0% | +152.4% |
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