+47.9%
NEM vs FGI
+46.9%
+1.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | +13.4% | -7.0% | +20.4% | +13.4% |
| 30D | +6.5% | -4.2% | +10.7% | +6.5% |
| 3M | +14.9% | +55.6% | -40.7% | +14.5% |
| 6M | +5.5% | -3.2% | +8.7% | +6.0% |
| YTD | +21.9% | +29.1% | -7.2% | +18.2% |
| 1Y | +47.9% | +51.0% | -3.1% | +42.5% |
| All | +47.9% | +46.9% | +1.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling