+300.2%
NEM vs XLB
+162.9%
+137.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.2% |
| 7D | -3.3% | -3.5% | +0.2% | -1.1% |
| 30D | +7.8% | -4.7% | +12.5% | +11.2% |
| 3M | +36.3% | +2.7% | +33.5% | +34.4% |
| 6M | +6.6% | +2.6% | +4.0% | +5.9% |
| YTD | +27.1% | +12.8% | +14.3% | +20.4% |
| 1Y | +62.3% | +14.0% | +48.4% | +53.1% |
| 3Y | +245.1% | +31.5% | +213.6% | +204.0% |
| 5Y | +154.0% | +33.4% | +120.6% | +120.4% |
| All | +300.2% | +162.9% | +137.3% | +133.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling