+154.0%
NEM vs BN
+30.5%
+123.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -3.3% | -5.9% | +2.6% | -1.5% |
| 30D | +7.8% | -15.1% | +22.9% | +13.3% |
| 3M | +36.3% | -14.6% | +50.8% | +43.0% |
| 6M | +6.6% | -8.4% | +15.0% | +9.6% |
| YTD | +27.1% | -16.8% | +44.0% | +34.0% |
| 1Y | +62.3% | -14.4% | +76.7% | +69.3% |
| 3Y | +245.1% | +70.1% | +175.0% | +190.2% |
| 5Y | +154.0% | +33.5% | +120.5% | +109.3% |
| All | +154.0% | +30.5% | +123.4% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling