+154.6%
NEM vs FIX
+2,061.9%
-1,907.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.1% |
| 7D | +0.3% | +6.0% | -5.7% | -0.7% |
| 30D | +23.1% | -7.2% | +30.3% | +24.4% |
| 3M | +18.5% | -15.9% | +34.3% | +21.1% |
| 6M | +7.8% | +12.7% | -5.0% | +5.1% |
| YTD | +29.1% | +72.8% | -43.7% | +18.7% |
| 1Y | +72.7% | +122.9% | -50.2% | +52.8% |
| 3Y | +248.7% | +774.3% | -525.6% | +151.4% |
| All | +154.6% | +2,061.9% | -1,907.3% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling