+131.0%
NEM vs FDS
-21.2%
+152.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -4.0% | -1.4% |
| 7D | +0.3% | -2.1% | +2.4% | +0.4% |
| 30D | +1.1% | +16.0% | -14.9% | +0.4% |
| 3M | +1.3% | +18.8% | -17.5% | +0.5% |
| 6M | -1.4% | +54.1% | -55.5% | -4.1% |
| YTD | +19.4% | +17.0% | +2.4% | +20.0% |
| 1Y | +32.9% | +25.5% | +7.4% | +32.0% |
| 3Y | +267.0% | -23.3% | +290.3% | +298.3% |
| 5Y | +131.0% | -22.6% | +153.6% | +148.8% |
| All | +131.0% | -21.2% | +152.2% | +148.8% |
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