+342.1%
NEM vs FE
+123.7%
+218.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.9% | -4.9% |
| 7D | -5.9% | -0.3% | -5.6% | -5.8% |
| 30D | -2.6% | +3.9% | -6.4% | -3.7% |
| 3M | -4.2% | -0.1% | -4.1% | -4.2% |
| 6M | -5.5% | +6.1% | -11.6% | -7.3% |
| YTD | +13.5% | +8.1% | +5.5% | +10.7% |
| 1Y | +22.2% | +4.4% | +17.7% | +20.3% |
| 3Y | +249.0% | +49.0% | +199.9% | +209.7% |
| 5Y | +120.1% | +46.1% | +74.0% | +96.4% |
| All | +342.1% | +123.7% | +218.4% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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