+153.4%
NEM vs XLB
+35.6%
+117.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | 0.0% |
| 7D | +3.9% | -0.2% | +4.1% | +4.1% |
| 30D | +12.7% | -1.7% | +14.5% | +14.6% |
| 3M | +28.7% | +4.4% | +24.3% | +24.5% |
| 6M | +9.8% | +5.0% | +4.7% | +6.5% |
| YTD | +28.1% | +15.5% | +12.6% | +16.6% |
| 1Y | +69.3% | +14.9% | +54.4% | +54.9% |
| 3Y | +247.7% | +34.5% | +213.1% | +187.8% |
| 5Y | +153.4% | +36.5% | +116.8% | +105.2% |
| All | +153.4% | +35.6% | +117.7% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling