+238.2%
NEM vs FIX
+448.6%
-210.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | +0.1% |
| 7D | +13.4% | -17.5% | +30.9% | +16.1% |
| 30D | +6.5% | -41.6% | +48.1% | +15.9% |
| 3M | +14.9% | -40.6% | +55.5% | +24.3% |
| 6M | +5.5% | -49.4% | +54.9% | +16.7% |
| YTD | +21.9% | +9.2% | +12.7% | +18.8% |
| 1Y | +47.9% | +6.5% | +41.4% | +44.5% |
| 3Y | +238.2% | +448.7% | -210.5% | +137.1% |
| All | +238.2% | +448.6% | -210.4% | +137.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling