+790.0%
NOW vs NEM
+287.7%
+502.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.9% |
| 7D | -6.1% | +3.9% | -9.9% | -6.4% |
| 30D | +7.5% | +12.7% | -5.3% | +6.1% |
| 3M | +17.5% | +28.7% | -11.1% | +14.3% |
| 6M | +7.9% | +9.8% | -1.8% | +6.2% |
| YTD | -12.4% | +28.1% | -40.5% | -15.6% |
| 1Y | -28.6% | +69.3% | -97.9% | -33.9% |
| 3Y | +11.8% | +247.7% | -235.8% | -8.1% |
| 5Y | +2.6% | +153.4% | -150.7% | -13.3% |
| 10Y | +790.0% | +291.3% | +498.7% | +628.5% |
| All | +790.0% | +287.7% | +502.3% | +628.5% |
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