+45.2%
NU vs NEM
+161.8%
-116.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.4% |
| 7D | -2.6% | +3.1% | -5.6% | -3.2% |
| 30D | +8.2% | +10.0% | -1.8% | +6.2% |
| 3M | +26.3% | +30.9% | -4.6% | +19.4% |
| 6M | +2.2% | +10.5% | -8.3% | -0.7% |
| YTD | -10.4% | +29.7% | -40.1% | -15.7% |
| 1Y | -3.0% | +71.1% | -74.1% | -13.6% |
| 3Y | +120.3% | +252.1% | -131.8% | +68.8% |
| All | +45.2% | +161.8% | -116.6% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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