+308.5%
NEM vs FDS
+9,502.8%
-9,194.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.5% | +1.7% | -1.5% |
| 7D | +0.3% | -1.9% | +2.2% | +0.5% |
| 30D | +23.1% | +9.0% | +14.1% | +22.0% |
| 3M | +18.5% | +18.9% | -0.4% | +16.1% |
| 6M | +7.8% | +35.1% | -27.3% | +3.8% |
| YTD | +29.1% | +5.5% | +23.6% | +27.2% |
| 1Y | +72.7% | -16.8% | +89.5% | +74.0% |
| 3Y | +248.7% | -28.1% | +276.8% | +256.0% |
| 5Y | +148.7% | -17.4% | +166.1% | +149.1% |
| 10Y | +304.8% | +85.4% | +219.3% | +272.5% |
| All | +308.5% | +9,502.8% | -9,194.4% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling