+85.4%
BE vs NEM
+22.5%
+62.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.4% | -5.2% |
| 7D | +10.8% | -6.4% | +17.2% | +16.0% |
| 30D | -19.8% | +1.4% | -21.2% | -20.9% |
| 3M | -18.7% | -0.7% | -18.0% | -18.7% |
| 6M | -33.7% | -4.5% | -29.3% | -33.6% |
| YTD | +121.0% | +14.0% | +106.9% | +88.1% |
| 1Y | +85.4% | +27.3% | +58.1% | +36.9% |
| All | +85.4% | +22.5% | +62.9% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling