+192.8%
TER vs NEM
+282.0%
-89.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.5% | +9.2% | +11.3% |
| 7D | -5.8% | +14.7% | -20.5% | -11.5% |
| 30D | -38.9% | +6.2% | -45.1% | -40.7% |
| 3M | -35.1% | +11.0% | -46.1% | -38.4% |
| 6M | -31.6% | +7.9% | -39.5% | -34.7% |
| YTD | +27.2% | +26.2% | +1.1% | +15.4% |
| 1Y | +35.2% | +51.5% | -16.3% | +15.9% |
| 3Y | +192.8% | +290.6% | -97.8% | +88.4% |
| All | +192.8% | +282.0% | -89.2% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling