+282.1%
NEM vs BUD
+214.2%
+67.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.9% |
| 7D | -5.9% | -1.6% | -4.3% | -5.6% |
| 30D | -2.6% | +6.7% | -9.2% | -3.9% |
| 3M | -4.2% | +5.9% | -10.1% | -5.5% |
| 6M | -5.5% | +5.1% | -10.5% | -6.9% |
| YTD | +13.5% | +32.9% | -19.3% | +6.3% |
| 1Y | +22.2% | +31.8% | -9.7% | +14.5% |
| 3Y | +249.0% | +47.4% | +201.6% | +218.3% |
| 5Y | +120.1% | +50.8% | +69.3% | +97.7% |
| 10Y | +356.3% | -5.1% | +361.3% | +339.7% |
| All | +282.1% | +214.2% | +67.9% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling