+136.0%
NEM vs U
-43.3%
+179.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +3.1% | +4.4% | -1.3% | +2.7% |
| 30D | +10.0% | -1.3% | +11.3% | +10.1% |
| 3M | +30.9% | +49.6% | -18.7% | +27.2% |
| 6M | +10.5% | +100.2% | -89.7% | +5.2% |
| YTD | +29.7% | -3.7% | +33.4% | +28.3% |
| 1Y | +71.1% | -6.5% | +77.6% | +69.0% |
| 3Y | +252.1% | +12.9% | +239.2% | +233.9% |
| 5Y | +157.7% | -68.3% | +226.0% | +141.9% |
| All | +136.0% | -43.3% | +179.3% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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