+1,895.7%
TER vs NEM
+299.2%
+1,596.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.9% | +2.8% |
| 7D | +12.4% | +3.1% | +9.3% | +11.3% |
| 30D | +5.1% | +10.0% | -4.9% | +2.1% |
| 3M | +4.0% | +30.9% | -26.9% | -4.0% |
| 6M | +29.5% | +10.5% | +19.0% | +25.4% |
| YTD | +98.5% | +29.7% | +68.7% | +85.4% |
| 1Y | +234.1% | +71.1% | +163.0% | +192.7% |
| 3Y | +289.0% | +252.1% | +36.9% | +188.4% |
| 5Y | +228.2% | +157.7% | +70.4% | +149.9% |
| 10Y | +1,895.7% | +319.4% | +1,576.3% | +1,330.3% |
| All | +1,895.7% | +299.2% | +1,596.4% | +1,330.3% |
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 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