+1,449.6%
NET vs NEM
+297.8%
+1,151.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.6% |
| 7D | -7.0% | +0.3% | -7.3% | -7.0% |
| 30D | -4.8% | +23.1% | -27.9% | -8.6% |
| 3M | +3.8% | +18.5% | -14.7% | +0.2% |
| 6M | +50.0% | +7.8% | +42.3% | +45.9% |
| YTD | +41.5% | +29.1% | +12.4% | +31.8% |
| 1Y | +32.8% | +72.7% | -39.8% | +15.3% |
| 3Y | +335.9% | +248.7% | +87.1% | +212.5% |
| 5Y | +113.8% | +148.7% | -34.9% | +61.7% |
| All | +1,449.6% | +297.8% | +1,151.7% | +920.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling