+300.2%
NEM vs BB
-0.1%
+300.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.8% |
| 7D | -3.3% | -2.1% | -1.2% | -3.2% |
| 30D | +7.8% | -16.0% | +23.9% | +8.8% |
| 3M | +36.3% | -14.5% | +50.8% | +37.0% |
| 6M | +6.6% | +118.6% | -112.0% | +1.9% |
| YTD | +27.1% | +98.9% | -71.8% | +22.1% |
| 1Y | +62.3% | +99.5% | -37.1% | +55.6% |
| 3Y | +245.1% | +65.4% | +179.7% | +228.1% |
| 5Y | +154.0% | -27.6% | +181.6% | +140.9% |
| All | +300.2% | -0.1% | +300.3% | +281.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling