+291.3%
NEM vs FIVE
+475.1%
-183.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | +3.9% | +3.7% | +0.2% | +3.5% |
| 30D | +12.7% | +4.0% | +8.8% | +12.3% |
| 3M | +28.7% | +36.2% | -7.6% | +25.1% |
| 6M | +9.8% | +18.0% | -8.2% | +7.8% |
| YTD | +28.1% | +34.9% | -6.8% | +24.3% |
| 1Y | +69.3% | +67.9% | +1.4% | +61.2% |
| 3Y | +247.7% | +57.3% | +190.3% | +226.2% |
| 5Y | +153.4% | +39.5% | +113.8% | +136.5% |
| 10Y | +291.3% | +496.4% | -205.1% | +222.3% |
| All | +291.3% | +475.1% | -183.8% | +222.3% |
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