+238.2%
NEM vs FN
+101.0%
+137.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.7% | -10.7% | -0.5% |
| 7D | +13.4% | 0.0% | +13.5% | +12.7% |
| 30D | +6.5% | -34.3% | +40.8% | +11.8% |
| 3M | +14.9% | -39.9% | +54.8% | +21.5% |
| 6M | +5.5% | -51.8% | +57.3% | +13.9% |
| YTD | +21.9% | -28.1% | +50.0% | +23.7% |
| 1Y | +47.9% | -29.1% | +77.0% | +49.9% |
| 3Y | +238.2% | +102.4% | +135.7% | +191.7% |
| All | +238.2% | +101.0% | +137.2% | +191.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling