+332.4%
NEM vs RF
+277.2%
+55.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.4% |
| 7D | +14.7% | -0.1% | +14.9% | +14.8% |
| 30D | +6.2% | +7.0% | -0.8% | +5.7% |
| 3M | +11.0% | -7.0% | +18.0% | +11.5% |
| 6M | +7.9% | +6.8% | +1.1% | +7.3% |
| YTD | +26.2% | +9.9% | +16.2% | +25.1% |
| 1Y | +51.5% | +21.1% | +30.4% | +49.2% |
| 3Y | +290.6% | +119.6% | +171.0% | +268.0% |
| 5Y | +153.1% | +46.2% | +106.9% | +141.9% |
| 10Y | +332.4% | +261.5% | +70.9% | +356.3% |
| All | +332.4% | +277.2% | +55.2% | +356.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling