+319.4%
NEM vs FFIV
+239.4%
+79.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +0.7% |
| 7D | +3.1% | +3.5% | -0.4% | +2.5% |
| 30D | +10.0% | -1.3% | +11.3% | +10.1% |
| 3M | +30.9% | +2.4% | +28.5% | +30.1% |
| 6M | +10.5% | +41.8% | -31.3% | +4.2% |
| YTD | +29.7% | +58.5% | -28.8% | +20.3% |
| 1Y | +71.1% | +24.3% | +46.8% | +63.7% |
| 3Y | +252.1% | +152.0% | +100.1% | +200.7% |
| 5Y | +157.7% | +99.1% | +58.6% | +122.4% |
| 10Y | +319.4% | +242.8% | +76.6% | +243.4% |
| All | +319.4% | +239.4% | +79.9% | +243.4% |
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