+485.3%
NEM vs FE
+556.6%
-71.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | +13.4% | -1.0% | +14.4% | +13.7% |
| 30D | +6.5% | +4.1% | +2.3% | +5.3% |
| 3M | +14.9% | -1.0% | +15.9% | +15.2% |
| 6M | +5.5% | +4.0% | +1.5% | +4.1% |
| YTD | +21.9% | +6.8% | +15.0% | +19.3% |
| 1Y | +47.9% | +5.3% | +42.6% | +45.4% |
| 3Y | +238.2% | +44.6% | +193.6% | +203.8% |
| 5Y | +146.2% | +44.2% | +102.0% | +120.5% |
| 10Y | +309.3% | +107.3% | +202.1% | +217.5% |
| All | +485.3% | +556.6% | -71.3% | +328.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling