+267.0%
NEM vs BN
+102.0%
+165.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.9% |
| 7D | +0.3% | -2.4% | +2.7% | +1.2% |
| 30D | +1.1% | +13.5% | -12.4% | -3.6% |
| 3M | +1.3% | -5.9% | +7.2% | +3.4% |
| 6M | -1.4% | -8.9% | +7.5% | +1.9% |
| YTD | +19.4% | -7.9% | +27.3% | +22.1% |
| 1Y | +32.9% | -8.3% | +41.2% | +36.0% |
| All | +267.0% | +102.0% | +165.0% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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