+175.6%
NEM vs FN
+2,575.5%
-2,400.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -14.2% | +15.6% | +2.5% |
| 7D | +7.1% | -16.0% | +23.1% | +8.3% |
| 30D | +2.9% | -40.1% | +43.0% | +6.9% |
| 3M | +15.0% | -43.9% | +58.9% | +19.8% |
| 6M | +10.3% | -55.6% | +65.9% | +16.5% |
| YTD | +20.7% | -35.7% | +56.3% | +23.0% |
| 1Y | +48.0% | -39.8% | +87.9% | +51.5% |
| 3Y | +225.0% | +80.3% | +144.8% | +202.1% |
| 5Y | +143.7% | +143.3% | +0.4% | +120.1% |
| 10Y | +305.3% | +682.3% | -377.0% | +237.5% |
| All | +175.6% | +2,575.5% | -2,400.0% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling