+375.0%
NEM vs BIL
+30.4%
+344.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.4% |
| 30D | +23.1% | +0.3% | +22.7% | +23.4% |
| 3M | +18.5% | +0.9% | +17.5% | +19.5% |
| 6M | +7.8% | +1.8% | +5.9% | +9.6% |
| YTD | +29.1% | +2.4% | +26.7% | +32.0% |
| 1Y | +72.7% | +3.7% | +68.9% | +78.5% |
| 3Y | +248.7% | +14.2% | +234.6% | +307.5% |
| 5Y | +148.7% | +19.4% | +129.3% | +209.7% |
| 10Y | +304.8% | +25.2% | +279.6% | +438.9% |
| All | +375.0% | +30.4% | +344.7% | +519.5% |
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