+51.1%
NEM vs BB
+88.0%
-36.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.0% | +2.9% | +9.1% |
| 7D | +3.7% | -6.8% | +10.5% | +4.4% |
| 30D | +2.0% | -3.5% | +5.5% | +2.2% |
| 3M | +21.1% | -1.2% | +22.3% | +20.9% |
| 6M | +9.5% | +57.0% | -47.5% | +4.8% |
| YTD | +19.1% | +131.1% | -112.1% | +5.9% |
| 1Y | +51.1% | +87.6% | -36.5% | +39.2% |
| All | +51.1% | +88.0% | -36.9% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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