+379.9%
NEM vs FN
+850.1%
-470.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.9% | -7.1% | -1.9% |
| 7D | +0.3% | +8.0% | -7.7% | -0.8% |
| 30D | +1.1% | -19.1% | +20.3% | +2.9% |
| 3M | +1.3% | -29.8% | +31.1% | +4.2% |
| 6M | -1.4% | -43.2% | +41.8% | +3.0% |
| YTD | +19.4% | -18.9% | +38.4% | +19.3% |
| 1Y | +32.9% | -17.9% | +50.8% | +32.4% |
| 3Y | +267.0% | +120.1% | +146.9% | +224.9% |
| 5Y | +131.0% | +206.7% | -75.7% | +96.1% |
| 10Y | +379.9% | +804.7% | -424.8% | +276.7% |
| All | +379.9% | +850.1% | -470.2% | +276.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling