+409.6%
NEM vs BN
+15,531.3%
-15,121.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.8% |
| 7D | -6.4% | -1.0% | -5.4% | -6.2% |
| 30D | +1.4% | +14.0% | -12.5% | -1.5% |
| 3M | -0.7% | -9.0% | +8.3% | +1.5% |
| 6M | -4.5% | -8.8% | +4.4% | -2.4% |
| YTD | +14.0% | -10.3% | +24.3% | +16.8% |
| 1Y | +27.3% | -5.8% | +33.1% | +28.9% |
| 3Y | +250.5% | +94.8% | +155.7% | +198.8% |
| 5Y | +121.1% | +31.5% | +89.6% | +101.4% |
| 10Y | +358.3% | +291.9% | +66.4% | +213.9% |
| All | +409.6% | +15,531.3% | -15,121.7% | +102.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling