+550.7%
NEM vs URI
+7,462.1%
-6,911.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +13.4% | -9.8% | +23.2% | +14.2% |
| 30D | +6.5% | +1.7% | +4.7% | +6.3% |
| 3M | +14.9% | -9.1% | +24.0% | +15.6% |
| 6M | +5.5% | +9.9% | -4.3% | +4.5% |
| YTD | +21.9% | +31.2% | -9.3% | +18.7% |
| 1Y | +47.9% | +25.9% | +21.9% | +44.5% |
| 3Y | +238.2% | +147.4% | +90.8% | +212.7% |
| 5Y | +146.2% | +179.7% | -33.6% | +123.4% |
| 10Y | +309.3% | +1,419.5% | -1,110.2% | +220.2% |
| All | +550.7% | +7,462.1% | -6,911.4% | +297.5% |
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 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