+476.9%
NEM vs BN
+15,251.3%
-14,774.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.3% | -2.5% | +2.8% | +0.9% |
| 30D | +23.1% | -9.5% | +32.6% | +25.9% |
| 3M | +18.5% | -10.4% | +28.9% | +21.5% |
| 6M | +7.8% | -6.4% | +14.1% | +9.4% |
| YTD | +29.1% | -11.9% | +41.0% | +32.7% |
| 1Y | +72.7% | -8.6% | +81.3% | +75.8% |
| 3Y | +248.7% | +77.6% | +171.2% | +202.9% |
| 5Y | +148.7% | +37.0% | +111.6% | +124.2% |
| 10Y | +304.8% | +266.4% | +38.4% | +181.7% |
| All | +476.9% | +15,251.3% | -14,774.4% | +130.2% |
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 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