+121.7%
NEM vs U
-31.3%
+153.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.6% |
| 7D | +13.4% | +36.6% | -23.2% | +10.8% |
| 30D | +6.5% | +13.3% | -6.8% | +5.4% |
| 3M | +14.9% | +26.2% | -11.2% | +12.8% |
| 6M | +5.5% | +88.7% | -83.2% | +0.6% |
| YTD | +21.9% | +16.6% | +5.3% | +18.7% |
| 1Y | +47.9% | +29.0% | +18.9% | +43.2% |
| 3Y | +238.2% | +99.5% | +138.7% | +212.1% |
| 5Y | +146.2% | -66.1% | +212.3% | +127.7% |
| All | +121.7% | -31.3% | +153.0% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling