+146.9%
NEM vs RF
+42.5%
+104.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +13.4% | -0.9% | +14.3% | +13.5% |
| 30D | +6.5% | +6.0% | +0.5% | +6.0% |
| 3M | +14.9% | -8.9% | +23.8% | +15.7% |
| 6M | +5.5% | +2.3% | +3.2% | +5.1% |
| YTD | +21.9% | +7.6% | +14.3% | +20.7% |
| 1Y | +47.9% | +21.2% | +26.7% | +45.2% |
| 3Y | +238.2% | +108.5% | +129.6% | +217.8% |
| All | +146.9% | +42.5% | +104.4% | +126.8% |
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 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