+14,183.4%
TER vs NEM
+487.7%
+13,695.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.8% | +7.3% | +5.7% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | -8.3% | +23.1% | -31.4% | -11.0% |
| 3M | -12.2% | +18.5% | -30.7% | -14.3% |
| 6M | +17.1% | +7.8% | +9.3% | +15.9% |
| YTD | +84.7% | +29.1% | +55.6% | +78.8% |
| 1Y | +199.9% | +72.7% | +127.3% | +179.9% |
| 3Y | +232.8% | +248.7% | -16.0% | +183.4% |
| 5Y | +198.6% | +148.7% | +49.9% | +160.9% |
| 10Y | +1,669.7% | +304.8% | +1,365.0% | +1,344.8% |
| All | +14,183.4% | +487.7% | +13,695.7% | +11,013.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling