+589.3%
NEM vs URI
+7,134.6%
-6,545.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +0.3% | -2.0% | +2.3% | +0.4% |
| 30D | +23.1% | -12.9% | +36.0% | +24.4% |
| 3M | +18.5% | -6.7% | +25.2% | +19.0% |
| 6M | +7.8% | +19.0% | -11.2% | +6.0% |
| YTD | +29.1% | +25.5% | +3.6% | +26.3% |
| 1Y | +72.7% | +5.5% | +67.1% | +71.1% |
| 3Y | +248.7% | +111.3% | +137.4% | +226.3% |
| 5Y | +148.7% | +198.6% | -49.9% | +124.8% |
| 10Y | +304.8% | +1,179.9% | -875.1% | +220.7% |
| All | +589.3% | +7,134.6% | -6,545.3% | +323.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling