+291.3%
NEM vs RF
+334.9%
-43.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +3.9% | +2.7% | +1.2% | +3.7% |
| 30D | +12.7% | -3.4% | +16.1% | +13.0% |
| 3M | +28.7% | +6.4% | +22.3% | +28.0% |
| 6M | +9.8% | +13.4% | -3.6% | +8.6% |
| YTD | +28.1% | +14.2% | +13.9% | +26.6% |
| 1Y | +69.3% | +15.7% | +53.6% | +67.2% |
| 3Y | +247.7% | +91.3% | +156.3% | +229.0% |
| 5Y | +153.4% | +89.8% | +63.6% | +137.6% |
| 10Y | +291.3% | +336.7% | -45.4% | +244.8% |
| All | +291.3% | +334.9% | -43.7% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RF 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling