+249.0%
NEM vs BP
+50.2%
+198.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.2% | -5.1% |
| 7D | -5.9% | +2.5% | -8.4% | -6.3% |
| 30D | -2.6% | -5.6% | +3.0% | -1.9% |
| 3M | -4.2% | +8.0% | -12.3% | -6.4% |
| 6M | -5.5% | +5.7% | -11.1% | -7.5% |
| YTD | +13.5% | +36.8% | -23.3% | +0.4% |
| 1Y | +22.2% | +30.7% | -8.5% | +9.6% |
| All | +249.0% | +50.2% | +198.7% | +197.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling