+153.1%
NEM vs FFIV
+42.4%
+110.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.1% |
| 7D | +14.7% | -2.1% | +16.8% | +15.1% |
| 30D | +6.2% | -33.8% | +40.0% | +13.6% |
| 3M | +11.0% | -20.6% | +31.6% | +14.4% |
| 6M | +7.9% | -10.2% | +18.1% | +8.3% |
| YTD | +26.2% | +24.5% | +1.7% | +18.0% |
| 1Y | +51.5% | +29.3% | +22.2% | +40.7% |
| 3Y | +290.6% | +103.8% | +186.8% | +219.6% |
| 5Y | +153.1% | +40.9% | +112.2% | +105.5% |
| All | +153.1% | +42.4% | +110.7% | +105.5% |
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