+344.1%
NEM vs URA
+266.3%
+77.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.9% |
| 7D | -6.4% | -1.5% | -4.9% | -5.9% |
| 30D | +1.4% | -10.4% | +11.8% | +4.8% |
| 3M | -0.7% | -29.6% | +28.9% | +10.5% |
| 6M | -4.5% | -40.3% | +35.8% | +11.7% |
| YTD | +14.0% | -25.5% | +39.5% | +25.4% |
| 1Y | +27.3% | -26.4% | +53.7% | +40.2% |
| 3Y | +250.5% | +31.4% | +219.1% | +225.2% |
| 5Y | +121.1% | +28.6% | +92.5% | +100.3% |
| All | +344.1% | +266.3% | +77.8% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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