+811.3%
NEM vs XYZ
+638.9%
+172.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | +0.3% | -1.0% | +1.3% | +0.4% |
| 30D | +23.1% | -1.7% | +24.8% | +23.2% |
| 3M | +18.5% | +16.7% | +1.7% | +17.0% |
| 6M | +7.8% | +26.9% | -19.1% | +5.6% |
| YTD | +29.1% | +27.1% | +2.0% | +26.2% |
| 1Y | +72.7% | +9.3% | +63.4% | +70.3% |
| 3Y | +248.7% | +42.3% | +206.5% | +233.7% |
| 5Y | +148.7% | -69.3% | +218.0% | +147.8% |
| 10Y | +304.8% | +586.8% | -282.0% | +308.9% |
| All | +811.3% | +638.9% | +172.4% | +790.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling