+154.6%
NEM vs FIVE
+31.2%
+123.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.1% | -6.9% | -2.2% |
| 7D | +0.3% | +4.3% | -4.0% | 0.0% |
| 30D | +23.1% | +12.5% | +10.6% | +22.0% |
| 3M | +18.5% | +31.2% | -12.8% | +16.2% |
| 6M | +7.8% | +14.4% | -6.6% | +6.5% |
| YTD | +29.1% | +33.9% | -4.8% | +26.2% |
| 1Y | +72.7% | +65.1% | +7.6% | +66.3% |
| 3Y | +248.7% | +49.0% | +199.8% | +235.0% |
| All | +154.6% | +31.2% | +123.4% | +134.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling