+51.1%
NEM vs FN
-25.7%
+76.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.0% | +15.9% | +10.8% |
| 7D | +3.7% | -7.0% | +10.7% | +4.6% |
| 30D | +2.0% | -24.7% | +26.7% | +6.2% |
| 3M | +21.1% | -35.7% | +56.8% | +28.8% |
| 6M | +9.5% | -52.4% | +61.9% | +22.0% |
| YTD | +19.1% | -25.0% | +44.0% | +18.1% |
| 1Y | +51.1% | -25.7% | +76.8% | +48.7% |
| All | +51.1% | -25.7% | +76.8% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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