+250.5%
NEM vs XHB
+24.0%
+226.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | +3.1% | -1.9% | +5.0% | +3.8% |
| 30D | +10.0% | -8.3% | +18.3% | +13.5% |
| 3M | +30.9% | -7.1% | +38.0% | +34.1% |
| 6M | +10.5% | -5.3% | +15.8% | +12.2% |
| YTD | +29.7% | -3.2% | +32.9% | +31.1% |
| 1Y | +71.1% | -13.9% | +85.0% | +78.4% |
| All | +250.5% | +24.0% | +226.4% | +193.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling