+247.7%
NEM vs XRT
+42.5%
+205.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.1% |
| 7D | +3.9% | -0.3% | +4.1% | +4.0% |
| 30D | +12.7% | -5.6% | +18.4% | +15.3% |
| 3M | +28.7% | +2.5% | +26.1% | +26.8% |
| 6M | +9.8% | +3.7% | +6.1% | +7.7% |
| YTD | +28.1% | +1.0% | +27.1% | +27.0% |
| 1Y | +69.3% | -1.2% | +70.6% | +68.8% |
| 3Y | +247.7% | +43.4% | +204.3% | +177.1% |
| All | +247.7% | +42.5% | +205.2% | +177.1% |
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 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