+236.0%
NEM vs XRT
+539.9%
-303.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -6.4% | +1.7% | -8.2% | -6.8% |
| 30D | +1.4% | +7.5% | -6.1% | -0.2% |
| 3M | -0.7% | +2.2% | -2.9% | -1.2% |
| 6M | -4.5% | +14.7% | -19.1% | -7.4% |
| YTD | +14.0% | +7.5% | +6.5% | +12.2% |
| 1Y | +27.3% | +14.1% | +13.2% | +23.6% |
| 3Y | +250.5% | +58.8% | +191.7% | +215.7% |
| 5Y | +121.1% | -3.9% | +125.0% | +116.7% |
| 10Y | +358.3% | +137.7% | +220.6% | +246.7% |
| All | +236.0% | +539.9% | -303.9% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling