+324.0%
NEM vs FN
+753.0%
-429.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.7% | -10.7% | -0.2% |
| 7D | +13.4% | 0.0% | +13.5% | +12.9% |
| 30D | +6.5% | -34.3% | +40.8% | +10.7% |
| 3M | +14.9% | -39.9% | +54.8% | +20.1% |
| 6M | +5.5% | -51.8% | +57.3% | +12.1% |
| YTD | +21.9% | -28.1% | +50.0% | +23.4% |
| 1Y | +47.9% | -29.1% | +77.0% | +49.6% |
| 3Y | +238.2% | +102.4% | +135.7% | +203.5% |
| 5Y | +146.2% | +171.7% | -25.5% | +113.0% |
| All | +324.0% | +753.0% | -429.0% | +242.9% |
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