+903.4%
NEM vs Z
+25.1%
+878.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | +0.3% | -3.0% | +3.3% | +0.6% |
| 30D | +23.1% | -4.2% | +27.3% | +23.4% |
| 3M | +18.5% | -3.7% | +22.2% | +18.6% |
| 6M | +7.8% | -24.5% | +32.3% | +9.9% |
| YTD | +29.1% | -49.3% | +78.4% | +35.8% |
| 1Y | +72.7% | -58.7% | +131.3% | +84.4% |
| 3Y | +248.7% | -34.1% | +282.9% | +252.3% |
| 5Y | +148.7% | -64.5% | +213.2% | +154.7% |
| 10Y | +304.8% | -0.5% | +305.3% | +276.8% |
| All | +903.4% | +25.1% | +878.3% | +898.3% |
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