+290.5%
NEM vs USB
+107.5%
+183.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +0.3% | +1.4% | -1.1% | +0.2% |
| 30D | +23.1% | -1.3% | +24.4% | +23.2% |
| 3M | +18.5% | +15.2% | +3.2% | +16.9% |
| 6M | +7.8% | +18.8% | -11.1% | +6.0% |
| YTD | +29.1% | +21.0% | +8.1% | +26.7% |
| 1Y | +72.7% | +34.0% | +38.6% | +68.0% |
| 3Y | +248.7% | +95.3% | +153.4% | +228.5% |
| 5Y | +148.7% | +40.4% | +108.3% | +135.8% |
| All | +290.5% | +107.5% | +183.0% | +253.1% |
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