+248.8%
XLF vs NEM
+319.0%
-70.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -1.5% | -1.0% | -0.5% | -1.4% |
| 30D | -1.2% | +7.8% | -9.0% | -1.8% |
| 3M | +9.2% | +30.2% | -21.0% | +6.8% |
| 6M | +16.3% | +9.6% | +6.7% | +15.0% |
| YTD | +5.4% | +27.8% | -22.4% | +2.7% |
| 1Y | +7.6% | +60.7% | -53.1% | +2.5% |
| 3Y | +74.2% | +245.3% | -171.1% | +53.9% |
| 5Y | +66.1% | +155.3% | -89.2% | +48.5% |
| All | +248.8% | +319.0% | -70.2% | +215.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling