+747.7%
NEM vs QSR
+206.0%
+541.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.5% |
| 7D | +3.1% | -2.4% | +5.4% | +3.5% |
| 30D | +10.0% | +5.7% | +4.3% | +9.0% |
| 3M | +30.9% | +6.9% | +23.9% | +29.3% |
| 6M | +10.5% | +6.9% | +3.7% | +9.0% |
| YTD | +29.7% | +14.9% | +14.8% | +26.3% |
| 1Y | +71.1% | +29.1% | +42.0% | +63.2% |
| 3Y | +252.1% | +26.1% | +226.0% | +236.5% |
| 5Y | +157.7% | +42.3% | +115.4% | +141.1% |
| 10Y | +319.4% | +134.0% | +185.4% | +252.3% |
| All | +747.7% | +206.0% | +541.8% | +598.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 all: compounded portfolio wealth divided by compounded QSR 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…
all analysis · Full analysis span regression · 6 months rolling