+342.1%
NEM vs FIX
+3,612.7%
-3,270.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.5% |
| 7D | -5.9% | +16.9% | -22.8% | -7.8% |
| 30D | -2.6% | -30.6% | +28.1% | +1.7% |
| 3M | -4.2% | -35.1% | +30.9% | +0.6% |
| 6M | -5.5% | -44.0% | +38.5% | +0.9% |
| YTD | +13.5% | +21.0% | -7.5% | +9.7% |
| 1Y | +22.2% | +16.2% | +6.0% | +18.5% |
| 3Y | +249.0% | +506.9% | -257.9% | +173.6% |
| 5Y | +120.1% | +1,051.1% | -931.0% | +60.3% |
| All | +342.1% | +3,612.7% | -3,270.5% | +197.5% |
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