+302.3%
NEM vs FANG
+182.5%
+119.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -1.0% | +2.9% | -3.9% | -1.2% |
| 30D | +7.8% | +2.6% | +5.2% | +7.6% |
| 3M | +30.2% | +7.6% | +22.6% | +29.3% |
| 6M | +9.6% | +17.3% | -7.7% | +7.7% |
| YTD | +27.8% | +38.7% | -10.9% | +23.8% |
| 1Y | +60.7% | +51.6% | +9.1% | +54.4% |
| 3Y | +245.3% | +50.0% | +195.3% | +230.3% |
| 5Y | +155.3% | +237.6% | -82.2% | +130.2% |
| All | +302.3% | +182.5% | +119.8% | +241.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling