+1,079.6%
NEM vs XLB
+822.6%
+257.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.6% |
| 7D | +0.3% | -1.4% | +1.7% | +1.1% |
| 30D | +23.1% | -0.4% | +23.5% | +23.5% |
| 3M | +18.5% | +2.0% | +16.5% | +17.6% |
| 6M | +7.8% | +1.8% | +5.9% | +7.5% |
| YTD | +29.1% | +16.6% | +12.5% | +19.8% |
| 1Y | +72.7% | +16.9% | +55.7% | +60.2% |
| 3Y | +248.7% | +32.6% | +216.2% | +203.4% |
| 5Y | +148.7% | +35.6% | +113.0% | +111.5% |
| 10Y | +304.8% | +160.0% | +144.7% | +129.5% |
| All | +1,079.6% | +822.6% | +257.0% | +292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling