+250.5%
NEM vs BLDR
-56.4%
+306.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.5% |
| 7D | +3.1% | -2.7% | +5.7% | +3.4% |
| 30D | +10.0% | -14.7% | +24.7% | +12.1% |
| 3M | +30.9% | -20.8% | +51.7% | +34.1% |
| 6M | +10.5% | -35.3% | +45.9% | +15.5% |
| YTD | +29.7% | -40.3% | +70.1% | +36.5% |
| 1Y | +71.1% | -56.3% | +127.4% | +84.6% |
| All | +250.5% | -56.4% | +306.8% | +244.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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