+332.4%
NEM vs UAL
+106.7%
+225.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.8% | -3.3% | +3.2% |
| 7D | +14.7% | +10.2% | +4.5% | +14.2% |
| 30D | +6.2% | +12.0% | -5.8% | +5.6% |
| 3M | +11.0% | -7.1% | +18.1% | +11.3% |
| 6M | +7.9% | +20.9% | -13.0% | +6.8% |
| YTD | +26.2% | +7.7% | +18.5% | +25.1% |
| 1Y | +51.5% | +23.6% | +27.9% | +49.7% |
| 3Y | +290.6% | +222.6% | +68.0% | +275.7% |
| 5Y | +153.1% | +127.9% | +25.1% | +144.0% |
| 10Y | +332.4% | +100.2% | +232.2% | +265.8% |
| All | +332.4% | +106.7% | +225.7% | +265.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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