+342.1%
NEM vs URI
+1,189.9%
-847.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.8% |
| 7D | -5.9% | +9.3% | -15.2% | -6.8% |
| 30D | -2.6% | +7.6% | -10.1% | -3.5% |
| 3M | -4.2% | +1.0% | -5.3% | -4.5% |
| 6M | -5.5% | +19.8% | -25.3% | -7.6% |
| YTD | +13.5% | +41.9% | -28.3% | +8.4% |
| 1Y | +22.2% | +33.4% | -11.2% | +17.4% |
| 3Y | +249.0% | +156.0% | +92.9% | +212.7% |
| 5Y | +120.1% | +209.5% | -89.4% | +91.8% |
| All | +342.1% | +1,189.9% | -847.7% | +286.7% |
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