+476.9%
NEM vs RF
+1,537.4%
-1,060.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.3% | +1.3% | -1.0% | +0.2% |
| 30D | +23.1% | -3.6% | +26.7% | +23.2% |
| 3M | +18.5% | +8.1% | +10.4% | +18.1% |
| 6M | +7.8% | +11.5% | -3.7% | +7.2% |
| YTD | +29.1% | +15.6% | +13.5% | +28.2% |
| 1Y | +72.7% | +15.7% | +57.0% | +71.4% |
| 3Y | +248.7% | +86.9% | +161.8% | +238.7% |
| 5Y | +148.7% | +89.8% | +58.9% | +140.2% |
| 10Y | +304.8% | +344.7% | -39.9% | +273.9% |
| All | +476.9% | +1,537.4% | -1,060.5% | +614.7% |
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