+260.8%
NEM vs FDS
+10,480.1%
-10,219.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -6.4% | +1.5% | -7.9% | -6.6% |
| 30D | +1.4% | +14.8% | -13.4% | 0.0% |
| 3M | -0.7% | +16.3% | -17.0% | -2.3% |
| 6M | -4.5% | +66.2% | -70.7% | -9.7% |
| YTD | +14.0% | +16.2% | -2.2% | +11.2% |
| 1Y | +27.3% | +21.8% | +5.4% | +23.4% |
| 3Y | +250.5% | -23.9% | +274.4% | +255.5% |
| 5Y | +121.1% | -23.1% | +144.2% | +122.9% |
| 10Y | +358.3% | +128.7% | +229.6% | +313.4% |
| All | +260.8% | +10,480.1% | -10,219.3% | +143.4% |
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 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