+342.6%
NEM vs USB
+87.1%
+255.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -4.1% |
| 7D | +11.6% | +1.4% | +10.2% | +11.5% |
| 30D | +1.8% | +6.4% | -4.6% | +1.2% |
| 3M | +2.5% | -4.5% | +7.0% | +2.9% |
| 6M | +3.4% | +11.4% | -8.0% | +2.3% |
| YTD | +20.9% | +17.1% | +3.8% | +19.1% |
| 1Y | +37.2% | +32.6% | +4.6% | +33.7% |
| 3Y | +271.6% | +101.8% | +169.8% | +250.5% |
| 5Y | +136.6% | +25.1% | +111.5% | +125.8% |
| 10Y | +342.6% | +84.9% | +257.8% | +384.0% |
| All | +342.6% | +87.1% | +255.6% | +384.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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