+245.3%
NEM vs BLK
+66.0%
+179.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.2% |
| 7D | -1.0% | -3.3% | +2.3% | +0.5% |
| 30D | +7.8% | -6.5% | +14.4% | +11.1% |
| 3M | +30.2% | +6.7% | +23.5% | +25.9% |
| 6M | +9.6% | +14.7% | -5.1% | +2.9% |
| YTD | +27.8% | +2.5% | +25.3% | +25.0% |
| 1Y | +60.7% | -2.8% | +63.5% | +60.7% |
| 3Y | +245.3% | +65.9% | +179.4% | +161.8% |
| All | +245.3% | +66.0% | +179.3% | +161.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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