+267.0%
NEM vs BB
+161.8%
+105.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -4.1% | -1.6% |
| 7D | +0.3% | +7.3% | -7.0% | -0.7% |
| 30D | +1.1% | +11.2% | -10.1% | -0.5% |
| 3M | +1.3% | +4.7% | -3.4% | 0.0% |
| 6M | -1.4% | +51.1% | -52.5% | -8.3% |
| YTD | +19.4% | +148.0% | -128.6% | +2.7% |
| 1Y | +32.9% | +106.1% | -73.2% | +17.1% |
| All | +267.0% | +161.8% | +105.2% | +197.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling