+971.7%
NEM vs FFIV
+7,518.9%
-6,547.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.3% | -1.0% | +1.3% | +0.3% |
| 30D | +23.1% | -5.1% | +28.1% | +23.2% |
| 3M | +18.5% | -4.5% | +22.9% | +18.6% |
| 6M | +7.8% | +36.5% | -28.7% | +6.8% |
| YTD | +29.1% | +53.0% | -23.9% | +27.6% |
| 1Y | +72.7% | +24.2% | +48.4% | +71.4% |
| 3Y | +248.7% | +137.2% | +111.5% | +240.4% |
| 5Y | +148.7% | +91.8% | +56.9% | +143.3% |
| 10Y | +304.8% | +215.2% | +89.6% | +291.6% |
| All | +971.7% | +7,518.9% | -6,547.3% | +1,078.3% |
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 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