+324.0%
NEM vs USB
+92.8%
+231.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +13.4% | 0.0% | +13.4% | +13.4% |
| 30D | +6.5% | +5.8% | +0.7% | +6.0% |
| 3M | +14.9% | -6.0% | +20.9% | +15.5% |
| 6M | +5.5% | +7.8% | -2.3% | +4.7% |
| YTD | +21.9% | +14.6% | +7.3% | +20.2% |
| 1Y | +47.9% | +31.8% | +16.1% | +44.3% |
| 3Y | +238.2% | +91.5% | +146.7% | +220.2% |
| 5Y | +146.2% | +22.0% | +124.1% | +135.4% |
| All | +324.0% | +92.8% | +231.2% | +359.8% |
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