+291.3%
NEM vs XLP
+102.6%
+188.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +3.9% | -1.4% | +5.3% | +4.6% |
| 30D | +12.7% | -1.3% | +14.0% | +13.3% |
| 3M | +28.7% | +1.8% | +26.8% | +26.8% |
| 6M | +9.8% | -0.8% | +10.6% | +9.5% |
| YTD | +28.1% | +9.5% | +18.6% | +21.3% |
| 1Y | +69.3% | +7.2% | +62.2% | +61.9% |
| 3Y | +247.7% | +27.1% | +220.5% | +203.6% |
| 5Y | +153.4% | +32.0% | +121.3% | +117.0% |
| 10Y | +291.3% | +102.9% | +188.4% | +172.7% |
| All | +291.3% | +102.6% | +188.7% | +172.7% |
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