+379.9%
NEM vs XLP
+137.2%
+242.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | +1.1% | +8.3% | -7.2% | -2.5% |
| 3M | +1.3% | +8.7% | -7.4% | -2.7% |
| 6M | -1.4% | +11.2% | -12.6% | -6.8% |
| YTD | +19.4% | +20.0% | -0.6% | +8.6% |
| 1Y | +32.9% | +21.3% | +11.6% | +20.2% |
| 3Y | +267.0% | +43.8% | +223.2% | +204.1% |
| 5Y | +131.0% | +43.3% | +87.7% | +91.7% |
| 10Y | +379.9% | +136.8% | +243.2% | +196.4% |
| All | +379.9% | +137.2% | +242.7% | +196.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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