+250.5%
NEM vs UL
+21.6%
+228.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.7% |
| 7D | +3.1% | -3.2% | +6.3% | +4.0% |
| 30D | +10.0% | -0.6% | +10.6% | +10.1% |
| 3M | +30.9% | +9.4% | +21.4% | +26.5% |
| 6M | +10.5% | -4.1% | +14.7% | +12.6% |
| YTD | +29.7% | -2.0% | +31.7% | +30.9% |
| 1Y | +71.1% | -9.0% | +80.1% | +77.4% |
| All | +250.5% | +21.6% | +228.9% | +217.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling