+154.0%
NEM vs Z
-66.6%
+220.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.7% |
| 7D | -3.3% | -11.6% | +8.3% | -2.1% |
| 30D | +7.8% | -8.5% | +16.3% | +8.7% |
| 3M | +36.3% | -7.9% | +44.2% | +36.9% |
| 6M | +6.6% | -29.1% | +35.6% | +9.8% |
| YTD | +27.1% | -54.2% | +81.3% | +36.7% |
| 1Y | +62.3% | -63.5% | +125.9% | +78.3% |
| 3Y | +245.1% | -38.6% | +283.7% | +249.5% |
| 5Y | +154.0% | -66.0% | +220.0% | +141.4% |
| All | +154.0% | -66.6% | +220.6% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling