+219.1%
TER vs NEM
+152.5%
+66.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | +11.0% | +3.9% | +7.1% | +9.4% |
| 30D | -1.9% | +12.7% | -14.6% | -6.2% |
| 3M | -0.7% | +28.7% | -29.3% | -9.5% |
| 6M | +36.4% | +9.8% | +26.6% | +31.1% |
| YTD | +92.4% | +28.1% | +64.3% | +77.9% |
| 1Y | +213.5% | +69.3% | +144.2% | +169.8% |
| 3Y | +277.2% | +247.7% | +29.6% | +171.9% |
| 5Y | +219.1% | +153.4% | +65.8% | +133.8% |
| All | +219.1% | +152.5% | +66.6% | +133.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling