+246.1%
NEM vs BUD
+47.7%
+198.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +3.9% | +0.8% | +3.1% | +3.6% |
| 30D | +12.7% | -4.8% | +17.5% | +14.6% |
| 3M | +28.7% | +1.4% | +27.3% | +27.4% |
| 6M | +9.8% | +9.9% | -0.1% | +4.7% |
| YTD | +28.1% | +26.3% | +1.8% | +15.8% |
| 1Y | +69.3% | +36.1% | +33.2% | +48.4% |
| All | +246.1% | +47.7% | +198.4% | +208.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling