+319.4%
NEM vs XRT
+120.9%
+198.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +3.1% | -2.4% | +5.5% | +3.5% |
| 30D | +10.0% | -6.9% | +16.9% | +11.4% |
| 3M | +30.9% | -0.4% | +31.3% | +30.8% |
| 6M | +10.5% | +2.2% | +8.3% | +10.0% |
| YTD | +29.7% | -0.7% | +30.4% | +29.8% |
| 1Y | +71.1% | -2.0% | +73.1% | +71.4% |
| 3Y | +252.1% | +41.0% | +211.1% | +232.8% |
| 5Y | +157.7% | -3.3% | +161.0% | +150.8% |
| 10Y | +319.4% | +124.8% | +194.5% | +245.1% |
| All | +319.4% | +120.9% | +198.4% | +245.1% |
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