+64.2%
T vs NEM
+156.0%
-91.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -1.9% |
| 7D | -3.1% | +3.1% | -6.1% | -3.3% |
| 30D | +4.6% | +10.0% | -5.4% | +3.8% |
| 3M | +12.2% | +30.9% | -18.7% | +9.7% |
| 6M | -6.5% | +10.5% | -17.0% | -7.4% |
| YTD | +4.9% | +29.7% | -24.8% | +1.4% |
| 1Y | -10.5% | +71.1% | -81.6% | -17.1% |
| 3Y | +104.6% | +252.1% | -147.5% | +65.9% |
| 5Y | +64.2% | +157.7% | -93.5% | +31.4% |
| All | +64.2% | +156.0% | -91.8% | +31.4% |
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