-26.4%
NOW vs NEM
+144.1%
-170.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -3.0% | +13.4% | -16.4% | -3.8% |
| 30D | -26.0% | +6.5% | -32.5% | -26.3% |
| 3M | -13.1% | +14.9% | -28.0% | -13.8% |
| 6M | +14.5% | +5.5% | +9.0% | +14.1% |
| YTD | -33.4% | +21.9% | -55.3% | -34.6% |
| 1Y | -40.6% | +47.9% | -88.5% | -42.6% |
| 3Y | -16.3% | +238.2% | -254.5% | -26.2% |
| All | -26.4% | +144.1% | -170.5% | -30.2% |
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