+409.6%
NEM vs UL
+2,770.2%
-2,360.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.2% |
| 7D | -6.4% | +1.1% | -7.5% | -6.7% |
| 30D | +1.4% | +4.5% | -3.1% | +0.3% |
| 3M | -0.7% | +6.5% | -7.2% | -2.3% |
| 6M | -4.5% | +18.2% | -22.6% | -8.9% |
| YTD | +14.0% | +4.7% | +9.4% | +12.0% |
| 1Y | +27.3% | +0.8% | +26.5% | +26.1% |
| 3Y | +250.5% | +35.9% | +214.6% | +221.4% |
| 5Y | +121.1% | +33.4% | +87.7% | +101.9% |
| 10Y | +358.3% | +106.9% | +251.4% | +272.1% |
| All | +409.6% | +2,770.2% | -2,360.6% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling