+485.3%
NEM vs FE
+563.2%
-77.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +13.4% | 0.0% | +13.4% | +13.4% |
| 30D | +6.5% | +5.2% | +1.3% | +5.0% |
| 3M | +14.9% | 0.0% | +14.9% | +14.9% |
| 6M | +5.5% | +5.0% | +0.5% | +3.8% |
| YTD | +21.9% | +7.9% | +14.0% | +19.0% |
| 1Y | +47.9% | +6.3% | +41.5% | +45.0% |
| 3Y | +238.2% | +46.0% | +192.2% | +203.0% |
| 5Y | +146.2% | +45.6% | +100.5% | +119.9% |
| 10Y | +309.3% | +109.3% | +200.0% | +216.7% |
| All | +485.3% | +563.2% | -77.9% | +327.3% |
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 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