+289.7%
NEM vs FN
+899.8%
-610.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.9% | -2.1% |
| 7D | +0.3% | -1.7% | +2.0% | +0.5% |
| 30D | +23.1% | -22.0% | +45.1% | +26.1% |
| 3M | +18.5% | -43.0% | +61.5% | +25.0% |
| 6M | +7.8% | -27.7% | +35.5% | +10.2% |
| YTD | +29.1% | -10.5% | +39.6% | +28.6% |
| 1Y | +72.7% | +12.5% | +60.2% | +67.8% |
| 3Y | +248.7% | +153.8% | +94.9% | +206.2% |
| 5Y | +148.7% | +288.0% | -139.3% | +107.5% |
| All | +289.7% | +899.8% | -610.1% | +197.2% |
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