+47.9%
NEM vs FN
-33.3%
+81.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.7% | -10.7% | -0.7% |
| 7D | +13.4% | 0.0% | +13.5% | +12.6% |
| 30D | +6.5% | -34.3% | +40.8% | +13.1% |
| 3M | +14.9% | -39.9% | +54.8% | +23.2% |
| 6M | +5.5% | -51.8% | +57.3% | +16.7% |
| YTD | +21.9% | -28.1% | +50.0% | +21.2% |
| 1Y | +47.9% | -29.1% | +77.0% | +45.9% |
| All | +47.9% | -33.3% | +81.2% | +45.9% |
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 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