+154.6%
NEM vs FE
+45.0%
+109.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +0.3% | +1.9% | -1.6% | -0.6% |
| 30D | +23.1% | -1.2% | +24.2% | +23.7% |
| 3M | +18.5% | +3.5% | +15.0% | +16.2% |
| 6M | +7.8% | -6.1% | +13.8% | +10.8% |
| YTD | +29.1% | +7.6% | +21.5% | +24.2% |
| 1Y | +72.7% | +11.9% | +60.8% | +62.5% |
| 3Y | +248.7% | +48.4% | +200.3% | +182.5% |
| All | +154.6% | +45.0% | +109.6% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling