+439.2%
NEM vs USB
+8,119.9%
-7,680.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.4% |
| 7D | +7.1% | -1.5% | +8.5% | +7.2% |
| 30D | +2.9% | +4.3% | -1.4% | +2.7% |
| 3M | +15.0% | -6.1% | +21.1% | +15.3% |
| 6M | +10.3% | +9.4% | +0.9% | +9.8% |
| YTD | +20.7% | +15.2% | +5.5% | +19.9% |
| 1Y | +48.0% | +32.8% | +15.3% | +46.2% |
| 3Y | +225.0% | +91.3% | +133.7% | +216.1% |
| 5Y | +143.7% | +22.7% | +121.1% | +139.4% |
| 10Y | +305.3% | +97.0% | +208.2% | +289.9% |
| All | +439.2% | +8,119.9% | -7,680.8% | +562.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling