+291.3%
NEM vs URI
+1,157.2%
-865.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | +3.9% | +2.5% | +1.3% | +3.6% |
| 30D | +12.7% | -12.5% | +25.3% | +14.4% |
| 3M | +28.7% | -6.2% | +34.8% | +29.4% |
| 6M | +9.8% | +25.9% | -16.1% | +6.5% |
| YTD | +28.1% | +26.2% | +1.9% | +24.0% |
| 1Y | +69.3% | +5.5% | +63.9% | +67.1% |
| 3Y | +247.7% | +125.0% | +122.7% | +215.2% |
| 5Y | +153.4% | +210.4% | -57.1% | +120.4% |
| 10Y | +291.3% | +1,157.2% | -865.9% | +190.2% |
| All | +291.3% | +1,157.2% | -865.9% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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