+153.4%
NEM vs FFIV
+92.2%
+61.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +3.9% | -1.5% | +5.4% | +4.2% |
| 30D | +12.7% | -2.7% | +15.4% | +13.2% |
| 3M | +28.7% | -1.7% | +30.3% | +28.6% |
| 6M | +9.8% | +36.1% | -26.4% | +2.6% |
| YTD | +28.1% | +52.6% | -24.5% | +17.0% |
| 1Y | +69.3% | +21.5% | +47.8% | +60.4% |
| 3Y | +247.7% | +142.7% | +105.0% | +181.0% |
| 5Y | +153.4% | +92.6% | +60.8% | +101.3% |
| All | +153.4% | +92.2% | +61.2% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling