+302.3%
NEM vs XHB
+215.4%
+86.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -1.0% | -4.6% | +3.6% | +0.3% |
| 30D | +7.8% | -9.1% | +17.0% | +10.7% |
| 3M | +30.2% | -8.6% | +38.8% | +33.1% |
| 6M | +9.6% | -4.0% | +13.6% | +10.7% |
| YTD | +27.8% | -3.9% | +31.8% | +29.1% |
| 1Y | +60.7% | -16.5% | +77.2% | +67.7% |
| 3Y | +245.3% | +22.6% | +222.7% | +223.9% |
| 5Y | +155.3% | +33.9% | +121.4% | +129.7% |
| All | +302.3% | +215.4% | +86.9% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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