+51.1%
NEM vs BNY
+45.2%
+5.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.3% | +7.6% | +8.2% |
| 7D | +3.7% | +2.8% | +0.9% | +1.8% |
| 30D | +2.0% | +6.7% | -4.7% | -2.4% |
| 3M | +21.1% | -2.2% | +23.3% | +22.2% |
| 6M | +9.5% | +16.8% | -7.3% | -2.9% |
| YTD | +19.1% | +33.9% | -14.8% | -8.4% |
| 1Y | +51.1% | +43.9% | +7.2% | +4.3% |
| All | +51.1% | +45.2% | +5.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1y: compounded portfolio wealth divided by compounded BNY 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…
1y analysis · Full analysis span regression · 6 months rolling