+344.1%
NEM vs FIX
+3,564.5%
-3,220.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.6% |
| 7D | -6.4% | +9.4% | -15.9% | -7.5% |
| 30D | +1.4% | -27.8% | +29.2% | +5.2% |
| 3M | -0.7% | -35.6% | +34.8% | +4.4% |
| 6M | -4.5% | -45.2% | +40.8% | +2.2% |
| YTD | +14.0% | +19.5% | -5.4% | +10.4% |
| 1Y | +27.3% | +24.2% | +3.0% | +22.6% |
| 3Y | +250.5% | +494.2% | -243.7% | +175.5% |
| 5Y | +121.1% | +1,036.1% | -915.1% | +61.3% |
| All | +344.1% | +3,564.5% | -3,220.4% | +199.3% |
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