+37.2%
NEM vs BIL
+3.3%
+33.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.1% |
| 7D | +11.6% | +0.1% | +11.5% | +12.2% |
| 30D | +1.8% | 0.0% | +1.8% | +0.9% |
| 3M | +2.5% | +0.6% | +1.9% | +7.2% |
| 6M | +3.4% | +1.5% | +1.9% | +24.4% |
| YTD | +20.9% | +2.8% | +18.1% | +78.6% |
| 1Y | +37.2% | +3.3% | +33.9% | +184.1% |
| All | +37.2% | +3.3% | +33.9% | +184.1% |
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