+300.2%
NEM vs BIL
+25.2%
+274.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.3% | +0.1% | -3.3% | -3.5% |
| 30D | +7.8% | +0.3% | +7.6% | +6.9% |
| 3M | +36.3% | +0.9% | +35.4% | +32.7% |
| 6M | +6.6% | +1.8% | +4.8% | +0.7% |
| YTD | +27.1% | +2.5% | +24.7% | +17.5% |
| 1Y | +62.3% | +3.7% | +58.7% | +44.2% |
| 3Y | +245.1% | +14.1% | +231.0% | +165.2% |
| 5Y | +154.0% | +19.4% | +134.6% | +83.3% |
| All | +300.2% | +25.2% | +274.9% | +124.0% |
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