+947.2%
NEM vs FFIV
+6,100.0%
-5,152.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +3.5% |
| 7D | +14.7% | -2.1% | +16.8% | +14.8% |
| 30D | +6.2% | -33.8% | +40.0% | +7.3% |
| 3M | +11.0% | -20.6% | +31.6% | +11.6% |
| 6M | +7.9% | -10.2% | +18.1% | +8.1% |
| YTD | +26.2% | +24.5% | +1.7% | +25.2% |
| 1Y | +51.5% | +29.3% | +22.2% | +50.2% |
| 3Y | +290.6% | +103.8% | +186.8% | +282.6% |
| 5Y | +153.1% | +40.9% | +112.2% | +149.3% |
| 10Y | +332.4% | +126.6% | +205.8% | +321.1% |
| All | +947.2% | +6,100.0% | -5,152.8% | +1,056.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling