+995.4%
TER vs NEM
+363.4%
+632.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +14.4% | -6.4% | +20.8% | +16.5% |
| 30D | -30.6% | +1.4% | -32.0% | -31.2% |
| 3M | -39.2% | -0.7% | -38.5% | -39.4% |
| 6M | -31.3% | -4.5% | -26.8% | -31.0% |
| YTD | +29.1% | +14.0% | +15.0% | +24.4% |
| 1Y | +47.4% | +27.3% | +20.1% | +38.5% |
| 3Y | +191.2% | +250.5% | -59.3% | +115.8% |
| 5Y | +74.0% | +121.1% | -47.1% | +36.4% |
| All | +995.4% | +363.4% | +632.0% | +679.7% |
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