+47.9%
NEM vs FIX
+3.4%
+44.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | -0.1% |
| 7D | +13.4% | -17.5% | +30.9% | +16.8% |
| 30D | +6.5% | -41.6% | +48.1% | +20.7% |
| 3M | +14.9% | -40.6% | +55.5% | +29.1% |
| 6M | +5.5% | -49.4% | +54.9% | +23.1% |
| YTD | +21.9% | +9.2% | +12.7% | +7.5% |
| 1Y | +47.9% | +6.5% | +41.4% | +30.5% |
| All | +47.9% | +3.4% | +44.5% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling