+153.4%
NEM vs RF
+89.9%
+63.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.9% |
| 6M | +9.8% | +13.4% | -3.6% | +8.4% |
| YTD | +28.1% | +14.2% | +13.9% | +26.4% |
| 1Y | +69.3% | +15.7% | +53.6% | +66.9% |
| 3Y | +247.7% | +91.3% | +156.3% | +225.8% |
| 5Y | +153.4% | +89.8% | +63.6% | +134.1% |
| All | +153.4% | +89.9% | +63.4% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling