+291.3%
NEM vs B
+186.6%
+104.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.4% |
| 7D | +3.9% | +2.3% | +1.5% | +2.0% |
| 30D | +12.7% | +1.4% | +11.4% | +11.1% |
| 3M | +28.7% | +12.2% | +16.5% | +17.2% |
| 6M | +9.8% | -2.1% | +11.9% | +11.3% |
| YTD | +28.1% | +2.9% | +25.2% | +25.6% |
| 1Y | +69.3% | +55.3% | +14.0% | +20.2% |
| 3Y | +247.7% | +198.7% | +49.0% | +48.2% |
| 5Y | +153.4% | +153.8% | -0.4% | +21.5% |
| 10Y | +291.3% | +193.4% | +97.9% | +64.7% |
| All | +291.3% | +186.6% | +104.7% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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