+143.7%
NEM vs USB
+22.2%
+121.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.7% |
| 7D | +7.1% | -1.5% | +8.5% | +7.4% |
| 30D | +2.9% | +4.3% | -1.4% | +2.2% |
| 3M | +15.0% | -6.1% | +21.1% | +16.1% |
| 6M | +10.3% | +9.4% | +0.9% | +8.6% |
| YTD | +20.7% | +15.2% | +5.5% | +17.7% |
| 1Y | +48.0% | +32.8% | +15.3% | +41.5% |
| 3Y | +225.0% | +91.3% | +133.7% | +193.9% |
| 5Y | +143.7% | +22.7% | +121.1% | +109.4% |
| All | +143.7% | +22.2% | +121.5% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling