+37.2%
NEM vs FE
+6.0%
+31.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +11.6% | -0.5% | +12.1% | +11.8% |
| 30D | +1.8% | +4.3% | -2.5% | +0.7% |
| 3M | +2.5% | +0.4% | +2.1% | +2.2% |
| 6M | +3.4% | +6.9% | -3.5% | +0.6% |
| YTD | +20.9% | +8.0% | +12.9% | +23.6% |
| 1Y | +37.2% | +4.8% | +32.4% | +42.5% |
| All | +37.2% | +6.0% | +31.1% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling