+415.1%
XLF vs NEM
+1,044.8%
-629.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +0.2% | +3.9% | -3.7% | -0.1% |
| 30D | -0.5% | +12.7% | -13.2% | -1.4% |
| 3M | +10.6% | +28.7% | -18.0% | +8.4% |
| 6M | +14.3% | +9.8% | +4.5% | +13.0% |
| YTD | +5.5% | +28.1% | -22.6% | +3.0% |
| 1Y | +9.6% | +69.3% | -59.8% | +4.4% |
| 3Y | +75.2% | +247.7% | -172.5% | +56.9% |
| 5Y | +65.5% | +153.4% | -87.8% | +50.5% |
| 10Y | +246.4% | +291.3% | -44.8% | +201.3% |
| All | +415.1% | +1,044.8% | -629.7% | +349.0% |
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