+302.3%
NEM vs UUUU
+465.5%
-163.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.0% | +5.5% | +1.1% |
| 7D | -1.0% | -10.5% | +9.5% | +0.3% |
| 30D | +7.8% | -10.5% | +18.3% | +9.2% |
| 3M | +30.2% | -14.1% | +44.3% | +32.2% |
| 6M | +9.6% | -35.5% | +45.1% | +14.3% |
| YTD | +27.8% | -10.9% | +38.8% | +28.2% |
| 1Y | +60.7% | +3.4% | +57.4% | +56.9% |
| 3Y | +245.3% | +73.1% | +172.2% | +208.5% |
| 5Y | +155.3% | +87.1% | +68.2% | +119.9% |
| All | +302.3% | +465.5% | -163.2% | +193.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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