+476.9%
NEM vs BP
+1,327.5%
-850.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | +0.3% | +3.9% | -3.6% | -1.0% |
| 30D | +23.1% | +7.6% | +15.5% | +20.2% |
| 3M | +18.5% | +0.7% | +17.8% | +17.6% |
| 6M | +7.8% | +15.5% | -7.7% | +1.6% |
| YTD | +29.1% | +30.8% | -1.7% | +17.0% |
| 1Y | +72.7% | +34.3% | +38.4% | +54.9% |
| 3Y | +248.7% | +35.1% | +213.7% | +208.9% |
| 5Y | +148.7% | +126.8% | +21.8% | +82.4% |
| 10Y | +304.8% | +123.4% | +181.4% | +172.5% |
| All | +476.9% | +1,327.5% | -850.6% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling