+247.7%
NEM vs Z
-37.5%
+285.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.7% | 0.0% |
| 7D | +3.9% | -3.3% | +7.1% | +4.3% |
| 30D | +12.7% | -3.7% | +16.4% | +13.1% |
| 3M | +28.7% | -7.0% | +35.6% | +29.4% |
| 6M | +9.8% | -29.5% | +39.3% | +14.3% |
| YTD | +28.1% | -52.6% | +80.7% | +40.9% |
| 1Y | +69.3% | -64.0% | +133.4% | +93.7% |
| 3Y | +247.7% | -36.4% | +284.1% | +215.2% |
| All | +247.7% | -37.5% | +285.1% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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