+22.2%
NEM vs XLB
+21.4%
+0.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -2.8% |
| 7D | -5.9% | 0.0% | -5.9% | -5.8% |
| 30D | -2.6% | +5.3% | -7.8% | -10.6% |
| 3M | -4.2% | 0.0% | -4.2% | -4.2% |
| 6M | -5.5% | +1.2% | -6.7% | -6.8% |
| YTD | +13.5% | +16.9% | -3.4% | -8.0% |
| 1Y | +22.2% | +20.9% | +1.3% | -5.1% |
| All | +22.2% | +21.4% | +0.8% | -5.1% |
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