+344.9%
NEM vs BIL
+30.8%
+314.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.1% |
| 7D | +11.6% | +0.1% | +11.5% | +11.7% |
| 30D | +1.8% | 0.0% | +1.8% | +1.8% |
| 3M | +2.5% | +0.6% | +1.9% | +3.0% |
| 6M | +3.4% | +1.5% | +1.9% | +4.8% |
| YTD | +20.9% | +2.8% | +18.1% | +23.9% |
| 1Y | +37.2% | +3.3% | +33.9% | +41.3% |
| 3Y | +271.6% | +13.4% | +258.2% | +329.0% |
| 5Y | +136.6% | +19.8% | +116.8% | +195.7% |
| 10Y | +342.6% | +25.7% | +317.0% | +491.2% |
| All | +344.9% | +30.8% | +314.1% | +481.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling