+72.7%
NEM vs FN
+17.1%
+55.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.3% |
| 7D | +0.3% | -1.7% | +2.0% | +0.6% |
| 30D | +23.1% | -22.0% | +45.1% | +27.8% |
| 3M | +18.5% | -43.0% | +61.5% | +29.6% |
| 6M | +7.8% | -27.7% | +35.5% | +11.9% |
| YTD | +29.1% | -10.5% | +39.6% | +25.9% |
| 1Y | +72.7% | +12.5% | +60.2% | +54.4% |
| All | +72.7% | +17.1% | +55.6% | +54.4% |
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