+47.9%
NEM vs USB
+31.9%
+15.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +13.4% | 0.0% | +13.4% | +13.5% |
| 30D | +6.5% | +5.8% | +0.7% | +4.8% |
| 3M | +14.9% | -6.0% | +20.9% | +16.3% |
| 6M | +5.5% | +7.8% | -2.3% | +2.0% |
| YTD | +21.9% | +14.6% | +7.3% | +12.1% |
| 1Y | +47.9% | +31.8% | +16.1% | +27.8% |
| All | +47.9% | +31.9% | +15.9% | +27.8% |
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 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