+69.3%
NEM vs FIVE
+65.4%
+4.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +3.9% | +3.7% | +0.2% | +3.2% |
| 30D | +12.7% | +4.0% | +8.8% | +11.8% |
| 3M | +28.7% | +36.2% | -7.6% | +22.4% |
| 6M | +9.8% | +18.0% | -8.2% | +6.9% |
| YTD | +28.1% | +34.9% | -6.8% | +20.6% |
| 1Y | +69.3% | +67.9% | +1.4% | +49.9% |
| All | +69.3% | +65.4% | +4.0% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling