+828.0%
NEM vs Z
+6.6%
+821.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.4% |
| 7D | +0.3% | -13.1% | +13.4% | +1.5% |
| 30D | +1.1% | +5.9% | -4.7% | +0.5% |
| 3M | +1.3% | -13.7% | +15.0% | +2.3% |
| 6M | -1.4% | -27.1% | +25.7% | +0.8% |
| YTD | +19.4% | -56.8% | +76.2% | +27.1% |
| 1Y | +32.9% | -60.2% | +93.2% | +42.4% |
| 3Y | +267.0% | -19.7% | +286.7% | +265.6% |
| 5Y | +131.0% | -53.7% | +184.7% | +133.9% |
| 10Y | +379.9% | -16.9% | +396.8% | +352.1% |
| All | +828.0% | +6.6% | +821.5% | +833.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling