+253.0%
NEM vs URI
+113.1%
+139.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | +0.3% | -2.0% | +2.3% | +0.7% |
| 30D | +23.1% | -12.9% | +36.0% | +26.6% |
| 3M | +18.5% | -6.7% | +25.2% | +20.0% |
| 6M | +7.8% | +19.0% | -11.2% | +3.1% |
| YTD | +29.1% | +25.5% | +3.6% | +21.3% |
| 1Y | +72.7% | +5.5% | +67.1% | +68.5% |
| All | +253.0% | +113.1% | +139.9% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling