+504.4%
NOW vs NEM
+361.4%
+143.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -1.5% |
| 7D | -1.7% | -5.9% | +4.2% | -1.0% |
| 30D | -27.4% | -2.6% | -24.8% | -27.2% |
| 3M | -19.4% | -4.2% | -15.2% | -19.2% |
| 6M | +13.1% | -5.5% | +18.6% | +13.4% |
| YTD | -34.3% | +13.5% | -47.8% | -36.0% |
| 1Y | -41.8% | +22.2% | -63.9% | -43.9% |
| 3Y | -20.7% | +249.0% | -269.7% | -35.5% |
| 5Y | -27.2% | +120.1% | -147.3% | -37.7% |
| All | +504.4% | +361.4% | +143.0% | +379.0% |
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