+32.6%
NET vs NEM
+143.6%
-111.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.9% | -12.5% | -4.1% |
| 7D | -16.4% | +3.7% | -20.0% | -16.9% |
| 30D | -25.8% | +2.0% | -27.8% | -26.2% |
| 3M | -11.5% | +21.1% | -32.6% | -14.7% |
| 6M | +18.9% | +9.5% | +9.4% | +16.0% |
| YTD | +35.2% | +19.1% | +16.2% | +28.1% |
| 1Y | +14.5% | +51.1% | -36.6% | +3.2% |
| 3Y | +313.8% | +220.7% | +93.1% | +204.4% |
| 5Y | +32.6% | +147.1% | -114.5% | +9.3% |
| All | +32.6% | +143.6% | -111.0% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling