+72.7%
NEM vs XLB
+17.4%
+55.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.3% |
| 7D | +0.3% | -1.4% | +1.7% | +2.5% |
| 30D | +23.1% | -0.4% | +23.5% | +24.0% |
| 3M | +18.5% | +2.0% | +16.5% | +15.4% |
| 6M | +7.8% | +1.8% | +5.9% | +5.7% |
| YTD | +29.1% | +16.6% | +12.5% | +8.6% |
| 1Y | +72.7% | +16.9% | +55.7% | +41.6% |
| All | +72.7% | +17.4% | +55.3% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling