+267.0%
NEM vs FN
+121.0%
+146.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.9% | -7.1% | -2.0% |
| 7D | +0.3% | +8.0% | -7.7% | -1.0% |
| 30D | +1.1% | -19.1% | +20.3% | +3.3% |
| 3M | +1.3% | -29.8% | +31.1% | +5.0% |
| 6M | -1.4% | -43.2% | +41.8% | +4.2% |
| YTD | +19.4% | -18.9% | +38.4% | +19.3% |
| 1Y | +32.9% | -17.9% | +50.8% | +32.3% |
| All | +267.0% | +121.0% | +146.0% | +197.4% |
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