+153.4%
NEM vs FDS
-20.4%
+173.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.6% |
| 7D | +3.9% | -5.4% | +9.2% | +4.1% |
| 30D | +12.7% | +1.6% | +11.1% | +12.7% |
| 3M | +28.7% | +17.7% | +10.9% | +27.3% |
| 6M | +9.8% | +29.1% | -19.3% | +7.5% |
| YTD | +28.1% | +1.0% | +27.1% | +29.6% |
| 1Y | +69.3% | -21.6% | +91.0% | +79.6% |
| 3Y | +247.7% | -30.1% | +277.8% | +275.0% |
| 5Y | +153.4% | -20.7% | +174.1% | +162.7% |
| All | +153.4% | -20.4% | +173.8% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling