+379.9%
NEM vs BIL
+26.1%
+353.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | +1.1% | +0.3% | +0.8% | +0.2% |
| 3M | +1.3% | +0.9% | +0.3% | -1.1% |
| 6M | -1.4% | +1.9% | -3.2% | -5.6% |
| YTD | +19.4% | +3.1% | +16.3% | +10.5% |
| 1Y | +32.9% | +3.7% | +29.2% | +21.4% |
| 3Y | +267.0% | +13.8% | +253.2% | +207.8% |
| 5Y | +131.0% | +20.2% | +110.8% | +93.9% |
| 10Y | +379.9% | +26.1% | +353.8% | +255.8% |
| All | +379.9% | +26.1% | +353.8% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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