+72.7%
NEM vs FDS
-17.4%
+90.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -2.2% |
| 7D | +0.3% | -1.9% | +2.2% | +0.1% |
| 30D | +23.1% | +9.0% | +14.1% | +24.5% |
| 3M | +18.5% | +18.9% | -0.4% | +21.3% |
| 6M | +7.8% | +35.1% | -27.3% | +12.7% |
| YTD | +29.1% | +5.5% | +23.6% | +32.0% |
| 1Y | +72.7% | -16.8% | +89.5% | +80.4% |
| All | +72.7% | -17.4% | +90.1% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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