+337.9%
NEM vs REPL
-9.7%
+347.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.3% |
| 7D | +3.1% | -9.6% | +12.6% | +3.3% |
| 30D | +10.0% | +5.7% | +4.3% | +9.8% |
| 3M | +30.9% | +56.4% | -25.5% | +28.2% |
| 6M | +10.5% | +67.4% | -56.9% | +5.3% |
| YTD | +29.7% | +48.7% | -18.9% | +23.8% |
| 1Y | +71.1% | +148.3% | -77.2% | +59.0% |
| 3Y | +252.1% | -26.7% | +278.8% | +221.3% |
| 5Y | +157.7% | -54.1% | +211.9% | +136.6% |
| All | +337.9% | -9.7% | +347.6% | +270.7% |
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