+22.2%
NEM vs BP
+30.8%
-8.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.2% | -4.8% |
| 7D | -5.9% | +2.5% | -8.4% | -5.6% |
| 30D | -2.6% | -5.6% | +3.0% | -3.1% |
| 3M | -4.2% | +8.0% | -12.3% | -4.2% |
| 6M | -5.5% | +5.7% | -11.1% | -5.8% |
| YTD | +13.5% | +36.8% | -23.3% | +4.2% |
| 1Y | +22.2% | +30.7% | -8.5% | +12.5% |
| All | +22.2% | +30.8% | -8.6% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling