+291.3%
NEM vs FE
+113.1%
+178.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | +3.9% | +0.6% | +3.2% | +3.7% |
| 30D | +12.7% | -2.1% | +14.9% | +13.4% |
| 3M | +28.7% | +2.6% | +26.0% | +27.4% |
| 6M | +9.8% | -6.8% | +16.5% | +12.0% |
| YTD | +28.1% | +6.9% | +21.2% | +25.2% |
| 1Y | +69.3% | +11.6% | +57.8% | +63.2% |
| 3Y | +247.7% | +47.7% | +200.0% | +207.3% |
| 5Y | +153.4% | +46.2% | +107.2% | +124.5% |
| 10Y | +291.3% | +109.2% | +182.1% | +201.4% |
| All | +291.3% | +113.1% | +178.2% | +201.4% |
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