+1,003.0%
BE vs NEM
+327.7%
+675.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.1% | +6.4% |
| 7D | +9.0% | -1.0% | +10.0% | +9.6% |
| 30D | +16.3% | +7.8% | +8.4% | +11.8% |
| 3M | +10.8% | +30.2% | -19.4% | -2.9% |
| 6M | +73.2% | +9.6% | +63.6% | +63.6% |
| YTD | +217.4% | +27.8% | +189.5% | +180.1% |
| 1Y | +309.8% | +60.7% | +249.1% | +226.7% |
| 3Y | +1,726.2% | +245.3% | +1,480.9% | +919.0% |
| 5Y | +1,306.2% | +155.3% | +1,150.8% | +748.6% |
| All | +1,003.0% | +327.7% | +675.3% | +659.7% |
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