+379.9%
NEM vs FFIV
+130.1%
+249.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | +1.1% | -32.4% | +33.5% | +6.7% |
| 3M | +1.3% | -22.7% | +24.0% | +4.5% |
| 6M | -1.4% | -10.7% | +9.3% | -0.7% |
| YTD | +19.4% | +25.4% | -6.0% | +13.6% |
| 1Y | +32.9% | +34.2% | -1.2% | +25.3% |
| 3Y | +267.0% | +101.2% | +165.8% | +220.2% |
| 5Y | +131.0% | +42.0% | +89.1% | +106.6% |
| 10Y | +379.9% | +126.7% | +253.2% | +296.4% |
| All | +379.9% | +130.1% | +249.8% | +296.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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