+324.0%
NEM vs FIX
+3,608.1%
-3,284.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.3% |
| 7D | +13.4% | -17.5% | +30.9% | +15.6% |
| 30D | +6.5% | -41.6% | +48.1% | +13.6% |
| 3M | +14.9% | -40.6% | +55.5% | +22.1% |
| 6M | +5.5% | -49.4% | +54.9% | +14.0% |
| YTD | +21.9% | +9.2% | +12.7% | +19.5% |
| 1Y | +47.9% | +6.5% | +41.4% | +45.3% |
| 3Y | +238.2% | +448.7% | -210.5% | +169.8% |
| 5Y | +146.2% | +948.7% | -802.5% | +82.7% |
| All | +324.0% | +3,608.1% | -3,284.1% | +209.3% |
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