+271.6%
NEM vs XLB
+45.6%
+226.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.0% |
| 7D | +11.6% | +0.5% | +11.1% | +11.0% |
| 30D | +1.8% | +6.9% | -5.1% | -6.1% |
| 3M | +2.5% | -0.2% | +2.7% | +2.8% |
| 6M | +3.4% | +3.3% | +0.1% | +0.2% |
| YTD | +20.9% | +18.0% | +2.9% | +3.5% |
| 1Y | +37.2% | +24.2% | +13.0% | +12.0% |
| All | +271.6% | +45.6% | +226.1% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling