+289.0%
NEM vs FIVE
+868.1%
-579.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.1% |
| 6M | +7.8% | +14.4% | -6.6% | +6.5% |
| YTD | +29.1% | +33.9% | -4.8% | +26.1% |
| 1Y | +72.7% | +65.1% | +7.6% | +66.1% |
| 3Y | +248.7% | +49.0% | +199.8% | +232.0% |
| 5Y | +148.7% | +30.3% | +118.4% | +136.1% |
| 10Y | +304.8% | +481.1% | -176.3% | +244.3% |
| All | +289.0% | +868.1% | -579.2% | +225.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling