+1,622.6%
T vs NEM
+419.1%
+1,203.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +2.5% | -6.4% | +9.0% | +2.9% |
| 30D | -3.8% | +1.4% | -5.2% | -3.9% |
| 3M | -8.7% | -0.7% | -8.0% | -8.8% |
| 6M | -8.1% | -4.5% | -3.6% | -8.2% |
| YTD | -6.4% | +14.0% | -20.5% | -7.7% |
| 1Y | -9.8% | +27.3% | -37.0% | -11.6% |
| 3Y | +65.5% | +250.5% | -185.0% | +51.8% |
| 5Y | +57.0% | +121.1% | -64.1% | +46.9% |
| 10Y | +60.8% | +358.3% | -297.5% | +44.1% |
| All | +1,622.6% | +419.1% | +1,203.5% | +1,434.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling