+249.0%
NEM vs RF
+117.2%
+131.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.5% | -4.8% |
| 7D | -5.9% | +0.4% | -6.3% | -5.9% |
| 30D | -2.6% | +5.6% | -8.1% | -3.4% |
| 3M | -4.2% | -8.9% | +4.6% | -2.9% |
| 6M | -5.5% | +7.1% | -12.6% | -6.9% |
| YTD | +13.5% | +8.3% | +5.2% | +11.1% |
| 1Y | +22.2% | +16.8% | +5.3% | +18.1% |
| All | +249.0% | +117.2% | +131.8% | +155.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling