+302.3%
NEM vs UL
+66.7%
+235.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -1.0% | -3.4% | +2.4% | 0.0% |
| 30D | +7.8% | +0.5% | +7.3% | +7.6% |
| 3M | +30.2% | +7.2% | +23.0% | +26.8% |
| 6M | +9.6% | -3.1% | +12.7% | +10.1% |
| YTD | +27.8% | -2.7% | +30.5% | +28.1% |
| 1Y | +60.7% | -10.2% | +70.9% | +65.1% |
| 3Y | +245.3% | +20.3% | +225.0% | +220.7% |
| 5Y | +155.3% | +19.9% | +135.4% | +135.1% |
| All | +302.3% | +66.7% | +235.6% | +242.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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