+154.0%
NEM vs XHB
+30.4%
+123.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.3% |
| 7D | -3.3% | -5.2% | +2.0% | -1.8% |
| 30D | +7.8% | -12.1% | +20.0% | +12.0% |
| 3M | +36.3% | -6.2% | +42.5% | +38.6% |
| 6M | +6.6% | -6.7% | +13.3% | +8.6% |
| YTD | +27.1% | -5.5% | +32.6% | +29.2% |
| 1Y | +62.3% | -15.6% | +78.0% | +69.3% |
| 3Y | +245.1% | +22.0% | +223.1% | +224.4% |
| 5Y | +154.0% | +31.8% | +122.2% | +111.9% |
| All | +154.0% | +30.4% | +123.6% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling