+72.7%
NEM vs FANG
+43.7%
+28.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -2.0% |
| 7D | +0.3% | +0.8% | -0.5% | +0.4% |
| 30D | +23.1% | +7.6% | +15.5% | +24.1% |
| 3M | +18.5% | -1.3% | +19.8% | +18.9% |
| 6M | +7.8% | +14.7% | -6.9% | +6.7% |
| YTD | +29.1% | +34.8% | -5.7% | +25.0% |
| 1Y | +72.7% | +42.9% | +29.7% | +64.9% |
| All | +72.7% | +43.7% | +28.9% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling