+334.5%
NEM vs BUD
+201.1%
+133.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +23.1% | -5.7% | +28.7% | +24.6% |
| 3M | +18.5% | +3.1% | +15.4% | +17.4% |
| 6M | +7.8% | +7.9% | -0.1% | +5.6% |
| YTD | +29.1% | +27.3% | +1.8% | +22.1% |
| 1Y | +72.7% | +37.8% | +34.9% | +60.3% |
| 3Y | +248.7% | +49.8% | +198.9% | +217.5% |
| 5Y | +148.7% | +43.8% | +104.8% | +125.4% |
| 10Y | +304.8% | -22.6% | +327.4% | +311.6% |
| All | +334.5% | +201.1% | +133.4% | +177.6% |
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