+37.2%
NEM vs USB
+33.1%
+4.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -4.0% |
| 7D | +11.6% | +1.4% | +10.2% | +11.1% |
| 30D | +1.8% | +6.4% | -4.6% | -0.1% |
| 3M | +2.5% | -4.5% | +7.0% | +3.2% |
| 6M | +3.4% | +11.4% | -8.0% | -1.1% |
| YTD | +20.9% | +17.1% | +3.8% | +10.5% |
| 1Y | +37.2% | +32.6% | +4.6% | +19.1% |
| All | +37.2% | +33.1% | +4.1% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling