+250.5%
NEM vs FIVE
+40.0%
+210.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -6.4% | +2.7% | -9.1% | -6.6% |
| 30D | +1.4% | +12.7% | -11.2% | +0.6% |
| 3M | -0.7% | +2.1% | -2.8% | -1.0% |
| 6M | -4.5% | +17.5% | -21.9% | -5.7% |
| YTD | +14.0% | +31.0% | -16.9% | +11.8% |
| 1Y | +27.3% | +67.7% | -40.5% | +23.0% |
| 3Y | +250.5% | +43.4% | +207.1% | +231.8% |
| All | +250.5% | +40.0% | +210.5% | +231.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling