+199.8%
TER vs NEM
+73.9%
+125.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +6.4% |
| 7D | +0.6% | +0.3% | +0.3% | +0.3% |
| 30D | -8.3% | +23.1% | -31.4% | -19.7% |
| 3M | -12.2% | +18.5% | -30.7% | -21.7% |
| 6M | +17.0% | +7.8% | +9.2% | +9.1% |
| YTD | +84.6% | +29.1% | +55.5% | +60.3% |
| 1Y | +199.8% | +72.7% | +127.1% | +102.3% |
| All | +199.8% | +73.9% | +125.9% | +102.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling