+62.3%
NEM vs BIL
+3.7%
+58.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -3.3% | +0.1% | -3.3% | -3.2% |
| 30D | +7.8% | +0.3% | +7.6% | +8.5% |
| 3M | +36.3% | +0.9% | +35.4% | +41.8% |
| 6M | +6.6% | +1.8% | +4.8% | +8.7% |
| YTD | +27.1% | +2.5% | +24.7% | +29.2% |
| 1Y | +62.3% | +3.7% | +58.7% | +15.4% |
| All | +62.3% | +3.7% | +58.6% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling