+302.3%
NEM vs TECH
+189.9%
+112.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | +7.8% | 0.0% | +7.9% | +7.9% |
| 3M | +30.2% | +33.7% | -3.4% | +24.7% |
| 6M | +9.6% | +34.9% | -25.3% | +4.1% |
| YTD | +27.8% | +23.2% | +4.7% | +22.9% |
| 1Y | +60.7% | +36.3% | +24.4% | +52.1% |
| 3Y | +245.3% | +2.3% | +243.0% | +234.9% |
| 5Y | +155.3% | -42.9% | +198.2% | +159.9% |
| All | +302.3% | +189.9% | +112.4% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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