+643.8%
NEM vs BLK
+12,905.6%
-12,261.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.7% |
| 7D | +3.1% | -2.7% | +5.7% | +3.6% |
| 30D | +10.0% | -4.8% | +14.8% | +11.0% |
| 3M | +30.9% | +6.5% | +24.4% | +29.3% |
| 6M | +10.5% | +13.2% | -2.6% | +8.0% |
| YTD | +29.7% | +1.8% | +27.9% | +29.1% |
| 1Y | +71.1% | -1.0% | +72.1% | +71.2% |
| 3Y | +252.1% | +66.0% | +186.1% | +220.3% |
| 5Y | +157.7% | +31.2% | +126.5% | +141.1% |
| 10Y | +319.4% | +278.5% | +40.8% | +221.7% |
| All | +643.8% | +12,905.6% | -12,261.8% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling