+379.9%
NEM vs XRT
+145.8%
+234.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.2% | -1.2% |
| 7D | +0.3% | -1.4% | +1.7% | +0.6% |
| 30D | +1.1% | +9.8% | -8.6% | -0.6% |
| 3M | +1.3% | +3.3% | -2.0% | +0.6% |
| 6M | -1.4% | +13.6% | -15.0% | -3.8% |
| YTD | +19.4% | +9.1% | +10.4% | +17.4% |
| 1Y | +32.9% | +15.1% | +17.9% | +29.6% |
| 3Y | +267.0% | +59.9% | +207.1% | +239.3% |
| 5Y | +131.0% | -1.7% | +132.7% | +123.3% |
| 10Y | +379.9% | +141.1% | +238.8% | +280.3% |
| All | +379.9% | +145.8% | +234.1% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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