+468.1%
NEM vs BKR
+528.0%
-59.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.7% | +4.7% | -0.5% |
| 7D | -3.3% | -6.7% | +3.4% | -1.8% |
| 30D | +7.8% | -8.3% | +16.2% | +9.9% |
| 3M | +36.3% | -5.4% | +41.7% | +37.6% |
| 6M | +6.6% | +0.8% | +5.8% | +6.0% |
| YTD | +27.1% | +31.8% | -4.7% | +19.3% |
| 1Y | +62.3% | +28.6% | +33.8% | +53.0% |
| 3Y | +245.1% | +71.2% | +173.8% | +201.5% |
| 5Y | +154.0% | +179.2% | -25.2% | +95.4% |
| 10Y | +311.0% | +124.0% | +187.0% | +201.2% |
| All | +468.1% | +528.0% | -59.8% | +208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling