+444.6%
NEM vs RF
+1,423.8%
-979.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 3M | +14.9% | -8.9% | +23.8% | +15.3% |
| 6M | +5.5% | +2.3% | +3.2% | +5.4% |
| YTD | +21.9% | +7.6% | +14.3% | +21.4% |
| 1Y | +47.9% | +21.2% | +26.7% | +46.6% |
| 3Y | +238.2% | +108.5% | +129.6% | +227.4% |
| 5Y | +146.2% | +43.2% | +103.0% | +140.5% |
| 10Y | +309.3% | +288.1% | +21.3% | +280.0% |
| All | +444.6% | +1,423.8% | -979.3% | +576.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling