+300.2%
NEM vs FDS
+66.9%
+233.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.8% | +3.8% | -1.2% |
| 7D | -3.3% | -16.0% | +12.7% | -0.9% |
| 30D | +7.8% | -6.7% | +14.6% | +8.8% |
| 3M | +36.3% | +6.0% | +30.3% | +34.3% |
| 6M | +6.6% | +25.1% | -18.5% | +1.1% |
| YTD | +27.1% | -8.1% | +35.3% | +27.8% |
| 1Y | +62.3% | -26.0% | +88.4% | +70.4% |
| 3Y | +245.1% | -36.4% | +281.5% | +272.1% |
| 5Y | +154.0% | -27.7% | +181.7% | +162.2% |
| All | +300.2% | +66.9% | +233.3% | +263.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling