+271.6%
NEM vs XRT
+60.4%
+211.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.0% |
| 7D | +11.6% | +4.1% | +7.5% | +9.9% |
| 30D | +1.8% | +9.9% | -8.1% | -2.0% |
| 3M | +2.5% | +2.3% | +0.3% | +1.4% |
| 6M | +3.4% | +9.6% | -6.2% | -0.8% |
| YTD | +20.9% | +9.1% | +11.8% | +16.2% |
| 1Y | +37.2% | +16.2% | +21.0% | +29.0% |
| 3Y | +271.6% | +60.1% | +211.6% | +189.8% |
| All | +271.6% | +60.4% | +211.3% | +189.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling