+332.4%
NEM vs FN
+837.6%
-505.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.9% | -8.3% | +2.3% |
| 7D | +14.7% | +16.3% | -1.6% | +12.3% |
| 30D | +6.2% | -24.7% | +31.0% | +8.9% |
| 3M | +11.0% | -34.9% | +45.9% | +15.1% |
| 6M | +7.9% | -41.1% | +49.0% | +12.3% |
| YTD | +26.2% | -19.6% | +45.8% | +26.1% |
| 1Y | +51.5% | -18.5% | +70.0% | +51.1% |
| 3Y | +290.6% | +119.1% | +171.5% | +247.0% |
| 5Y | +153.1% | +206.9% | -53.9% | +115.8% |
| 10Y | +332.4% | +826.4% | -494.0% | +242.6% |
| All | +332.4% | +837.6% | -505.2% | +242.6% |
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