+302.3%
NEM vs RUN
+42.2%
+260.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -1.0% | -3.7% | +2.7% | -0.7% |
| 30D | +7.8% | -13.0% | +20.8% | +8.9% |
| 3M | +30.2% | -31.8% | +62.0% | +33.5% |
| 6M | +9.6% | -32.2% | +41.8% | +12.2% |
| YTD | +27.8% | -53.5% | +81.3% | +33.2% |
| 1Y | +60.7% | -46.5% | +107.2% | +65.3% |
| 3Y | +245.3% | -37.6% | +282.9% | +228.5% |
| 5Y | +155.3% | -80.9% | +236.2% | +152.6% |
| All | +302.3% | +42.2% | +260.1% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling