+291.3%
NEM vs FIX
+5,976.4%
-5,685.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -1.1% |
| 7D | +3.9% | +6.1% | -2.2% | +3.0% |
| 30D | +12.7% | -2.7% | +15.4% | +13.0% |
| 3M | +28.7% | -10.9% | +39.6% | +30.0% |
| 6M | +9.8% | +29.0% | -19.2% | +5.8% |
| YTD | +28.1% | +76.9% | -48.8% | +18.9% |
| 1Y | +69.3% | +130.7% | -61.4% | +52.0% |
| 3Y | +247.7% | +790.7% | -543.0% | +163.8% |
| 5Y | +153.4% | +2,185.6% | -2,032.2% | +74.8% |
| 10Y | +291.3% | +5,993.3% | -5,702.0% | +158.3% |
| All | +291.3% | +5,976.4% | -5,685.1% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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