+173.0%
NEM vs BIYA
-99.8%
+272.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.9% | +2.7% | +1.1% | +3.9% |
| 30D | +12.7% | -18.7% | +31.4% | +12.2% |
| 3M | +28.7% | -72.0% | +100.7% | +28.2% |
| 6M | +9.8% | -86.4% | +96.2% | +11.9% |
| YTD | +28.1% | -94.2% | +122.3% | +29.2% |
| 1Y | +69.3% | -98.4% | +167.8% | +67.9% |
| All | +173.0% | -99.8% | +272.8% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 3y: compounded portfolio wealth divided by compounded BIYA 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…
3y analysis · Full analysis span regression · 6 months rolling