+243.5%
NEM vs BND
+12.6%
+230.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -0.9% |
| 7D | -3.3% | -0.9% | -2.4% | -1.8% |
| 30D | +7.8% | -1.0% | +8.8% | +9.7% |
| 3M | +36.3% | -1.2% | +37.5% | +39.3% |
| 6M | +6.6% | -2.0% | +8.6% | +10.5% |
| YTD | +27.1% | -1.2% | +28.3% | +30.5% |
| 1Y | +62.3% | -0.5% | +62.8% | +64.9% |
| All | +243.5% | +12.6% | +230.9% | +186.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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