+303.1%
NEM vs REPL
+36.1%
+267.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.4% | +5.2% | -1.1% |
| 7D | +0.3% | +5.3% | -5.0% | +0.2% |
| 30D | +1.1% | +66.6% | -65.5% | -0.2% |
| 3M | +1.3% | +59.6% | -58.3% | 0.0% |
| 6M | -1.4% | +482.4% | -483.7% | -7.7% |
| YTD | +19.4% | +124.1% | -104.7% | +12.7% |
| 1Y | +32.9% | +138.6% | -105.6% | +25.2% |
| 3Y | +267.0% | +96.0% | +171.0% | +223.4% |
| 5Y | +131.0% | -35.4% | +166.4% | +110.4% |
| All | +303.1% | +36.1% | +267.0% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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