+344.1%
NEM vs BUD
-2.1%
+346.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -6.4% | +1.0% | -7.4% | -6.6% |
| 30D | +1.4% | +6.7% | -5.3% | +0.1% |
| 3M | -0.7% | +5.7% | -6.4% | -1.9% |
| 6M | -4.5% | +5.8% | -10.3% | -5.8% |
| YTD | +14.0% | +34.4% | -20.4% | +7.4% |
| 1Y | +27.3% | +33.3% | -6.0% | +20.0% |
| 3Y | +250.5% | +48.8% | +201.7% | +223.4% |
| 5Y | +121.1% | +52.5% | +68.5% | +101.3% |
| All | +344.1% | -2.1% | +346.2% | +294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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