+2,926.4%
V vs NEM
+268.4%
+2,658.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.8% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | +2.0% | +23.1% | -21.1% | 0.0% |
| 3M | +17.4% | +18.5% | -1.1% | +15.2% |
| 6M | +17.5% | +7.8% | +9.7% | +16.0% |
| YTD | +7.6% | +29.1% | -21.5% | +4.1% |
| 1Y | +7.7% | +72.7% | -64.9% | +1.0% |
| 3Y | +54.7% | +248.7% | -194.1% | +33.5% |
| 5Y | +73.0% | +148.7% | -75.6% | +52.7% |
| 10Y | +390.9% | +304.8% | +86.1% | +306.7% |
| All | +2,926.4% | +268.4% | +2,658.0% | +2,000.6% |
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