+155.1%
NEM vs BKR
+172.8%
-17.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -1.0% | -7.0% | +6.0% | +1.0% |
| 30D | +7.8% | -8.1% | +16.0% | +10.4% |
| 3M | +30.2% | -6.6% | +36.8% | +32.4% |
| 6M | +9.6% | +0.9% | +8.7% | +9.0% |
| YTD | +27.8% | +31.1% | -3.3% | +18.6% |
| 1Y | +60.7% | +27.7% | +33.0% | +50.0% |
| 3Y | +245.3% | +71.2% | +174.1% | +191.8% |
| All | +155.1% | +172.8% | -17.7% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 5y: compounded portfolio wealth divided by compounded BKR 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…
5y analysis · Full analysis span regression · 6 months rolling