+229.2%
TER vs NEM
+64.8%
+164.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.0% | +2.3% |
| 7D | +6.4% | -1.0% | +7.4% | +7.0% |
| 30D | -5.7% | +7.8% | -13.5% | -10.2% |
| 3M | -0.4% | +30.2% | -30.6% | -16.4% |
| 6M | +25.8% | +9.6% | +16.2% | +16.7% |
| YTD | +96.4% | +27.8% | +68.6% | +71.6% |
| 1Y | +229.2% | +60.7% | +168.5% | +133.6% |
| All | +229.2% | +64.8% | +164.4% | +133.6% |
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 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