+668.0%
BE vs NEM
+281.6%
+386.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.4% | -5.1% |
| 7D | +10.8% | -6.4% | +17.2% | +14.6% |
| 30D | -19.8% | +1.4% | -21.2% | -20.7% |
| 3M | -18.7% | -0.7% | -18.0% | -18.7% |
| 6M | -33.7% | -4.5% | -29.3% | -32.5% |
| YTD | +121.0% | +14.0% | +106.9% | +106.0% |
| 1Y | +85.4% | +27.3% | +58.1% | +64.7% |
| 3Y | +1,709.5% | +250.5% | +1,459.0% | +917.8% |
| 5Y | +462.2% | +121.1% | +341.1% | +263.8% |
| All | +668.0% | +281.6% | +386.4% | +458.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling