+247.7%
NEM vs BN
+79.0%
+168.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | +0.2% |
| 7D | +3.9% | -1.2% | +5.0% | +4.3% |
| 30D | +12.7% | -10.9% | +23.6% | +17.6% |
| 3M | +28.7% | -11.1% | +39.7% | +34.4% |
| 6M | +9.8% | -4.4% | +14.1% | +11.7% |
| YTD | +28.1% | -14.1% | +42.2% | +34.7% |
| 1Y | +69.3% | -11.1% | +80.4% | +75.4% |
| 3Y | +247.7% | +75.6% | +172.1% | +159.6% |
| All | +247.7% | +79.0% | +168.7% | +159.6% |
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