+212.6%
NEM vs XHB
+173.9%
+38.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | +23.1% | -6.9% | +30.0% | +25.1% |
| 3M | +18.5% | -1.3% | +19.7% | +18.7% |
| 6M | +7.8% | -6.8% | +14.6% | +9.5% |
| YTD | +29.1% | +0.7% | +28.4% | +28.8% |
| 1Y | +72.7% | -11.2% | +83.9% | +77.0% |
| 3Y | +248.7% | +25.3% | +223.4% | +227.3% |
| 5Y | +148.7% | +37.3% | +111.4% | +125.1% |
| 10Y | +304.8% | +211.5% | +93.3% | +196.4% |
| All | +212.6% | +173.9% | +38.7% | +136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling