+120.2%
NEM vs FN
+169.4%
-49.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +1.3% |
| 7D | -6.4% | +0.3% | -6.7% | -6.5% |
| 30D | +1.4% | -16.5% | +18.0% | +2.9% |
| 3M | -0.7% | -42.1% | +41.4% | +4.8% |
| 6M | -4.5% | -52.9% | +48.4% | +2.6% |
| YTD | +14.0% | -28.0% | +42.0% | +15.5% |
| 1Y | +27.3% | -18.5% | +45.8% | +27.2% |
| 3Y | +250.5% | +93.9% | +156.6% | +213.7% |
| All | +120.2% | +169.4% | -49.2% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling