+120.1%
NEM vs XLP
+42.4%
+77.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | -5.9% | -0.2% | -5.7% | -5.8% |
| 30D | -2.6% | +8.2% | -10.7% | -6.2% |
| 3M | -4.2% | +7.7% | -11.9% | -7.7% |
| 6M | -5.5% | +9.3% | -14.8% | -10.2% |
| YTD | +13.5% | +19.5% | -5.9% | +2.2% |
| 1Y | +22.2% | +21.0% | +1.2% | +9.1% |
| 3Y | +249.0% | +43.2% | +205.7% | +177.0% |
| 5Y | +120.1% | +42.7% | +77.4% | +76.9% |
| All | +120.1% | +42.4% | +77.7% | +76.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling