+243.5%
NEM vs XYZ
+46.5%
+196.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -3.3% | -5.2% | +1.9% | -2.4% |
| 30D | +7.8% | 0.0% | +7.8% | +7.8% |
| 3M | +36.3% | +18.7% | +17.6% | +31.9% |
| 6M | +6.6% | +20.5% | -14.0% | +2.8% |
| YTD | +27.1% | +21.5% | +5.7% | +21.8% |
| 1Y | +62.3% | +7.2% | +55.1% | +57.5% |
| All | +243.5% | +46.5% | +196.9% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 3y: compounded portfolio wealth divided by compounded XYZ 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…
3y analysis · Full analysis span regression · 6 months rolling