+290.6%
NEM vs URA
+49.7%
+240.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.2% | -2.7% | +0.9% |
| 7D | +14.7% | +4.3% | +10.4% | +12.4% |
| 30D | +6.2% | -11.7% | +17.9% | +11.8% |
| 3M | +11.0% | -23.5% | +34.5% | +24.0% |
| 6M | +7.9% | -37.8% | +45.7% | +30.6% |
| YTD | +26.2% | -19.6% | +45.8% | +39.7% |
| 1Y | +51.5% | -24.8% | +76.3% | +70.9% |
| 3Y | +290.6% | +47.0% | +243.6% | +275.9% |
| All | +290.6% | +49.7% | +240.9% | +275.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling