+146.9%
NEM vs U
-66.8%
+213.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.5% |
| 7D | +13.4% | +36.6% | -23.2% | +10.4% |
| 30D | +6.5% | +13.3% | -6.8% | +5.2% |
| 3M | +14.9% | +26.2% | -11.2% | +12.5% |
| 6M | +5.5% | +88.7% | -83.2% | -0.1% |
| YTD | +21.9% | +16.6% | +5.3% | +18.3% |
| 1Y | +47.9% | +29.0% | +18.9% | +42.5% |
| 3Y | +238.2% | +99.5% | +138.7% | +207.9% |
| All | +146.9% | -66.8% | +213.7% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling