+344.1%
NEM vs XLB
+163.6%
+180.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | -6.4% | +0.5% | -7.0% | -6.7% |
| 30D | +1.4% | +5.2% | -3.7% | -1.6% |
| 3M | -0.7% | +0.3% | -1.0% | -0.7% |
| 6M | -4.5% | +1.2% | -5.6% | -4.6% |
| YTD | +14.0% | +16.6% | -2.6% | +6.0% |
| 1Y | +27.3% | +21.4% | +5.8% | +15.9% |
| 3Y | +250.5% | +43.2% | +207.3% | +196.3% |
| 5Y | +121.1% | +28.0% | +93.0% | +94.9% |
| All | +344.1% | +163.6% | +180.6% | +212.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling