+308.3%
NEM vs XLB
+166.1%
+142.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.9% |
| 7D | +3.1% | -2.9% | +6.0% | +5.0% |
| 30D | +10.0% | -3.4% | +13.4% | +12.4% |
| 3M | +30.9% | +1.6% | +29.3% | +30.0% |
| 6M | +10.5% | +3.6% | +6.9% | +9.1% |
| YTD | +29.7% | +14.2% | +15.5% | +21.9% |
| 1Y | +71.1% | +15.6% | +55.5% | +60.0% |
| 3Y | +252.1% | +33.1% | +219.0% | +207.8% |
| 5Y | +157.7% | +35.0% | +122.7% | +121.9% |
| All | +308.3% | +166.1% | +142.2% | +136.3% |
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