+342.1%
NEM vs FIVE
+505.3%
-163.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.8% |
| 7D | -5.9% | +2.4% | -8.4% | -6.1% |
| 30D | -2.6% | +15.8% | -18.4% | -3.8% |
| 3M | -4.2% | +3.8% | -8.0% | -4.6% |
| 6M | -5.5% | +18.5% | -24.0% | -7.1% |
| YTD | +13.5% | +31.2% | -17.7% | +10.4% |
| 1Y | +22.2% | +61.8% | -39.7% | +16.7% |
| 3Y | +249.0% | +39.9% | +209.1% | +231.0% |
| 5Y | +120.1% | +18.3% | +101.8% | +109.0% |
| All | +342.1% | +505.3% | -163.2% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling