+245.3%
NEM vs BBY
+42.8%
+202.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | +0.2% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | +7.8% | +9.4% | -1.6% | +6.8% |
| 3M | +30.2% | +19.3% | +10.9% | +27.7% |
| 6M | +9.6% | +47.9% | -38.3% | +4.7% |
| YTD | +27.8% | +39.6% | -11.7% | +22.8% |
| 1Y | +60.7% | +22.2% | +38.5% | +56.8% |
| 3Y | +245.3% | +45.0% | +200.3% | +201.8% |
| All | +245.3% | +42.8% | +202.5% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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