+319.4%
NEM vs BP
+132.0%
+187.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.9% |
| 7D | +3.1% | +4.0% | -0.9% | +2.2% |
| 30D | +10.0% | +7.8% | +2.2% | +8.2% |
| 3M | +30.9% | +8.4% | +22.5% | +28.3% |
| 6M | +10.5% | +15.1% | -4.5% | +6.2% |
| YTD | +29.7% | +36.4% | -6.7% | +19.9% |
| 1Y | +71.1% | +40.9% | +30.2% | +56.8% |
| 3Y | +252.1% | +38.8% | +213.2% | +220.9% |
| 5Y | +157.7% | +141.1% | +16.6% | +107.6% |
| 10Y | +319.4% | +133.9% | +185.4% | +199.8% |
| All | +319.4% | +132.0% | +187.3% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling