+391.6%
NEM vs FND
+56.5%
+335.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -1.0% | -5.8% | +4.8% | -0.4% |
| 30D | +7.8% | -20.2% | +28.0% | +10.5% |
| 3M | +30.2% | -12.0% | +42.2% | +31.6% |
| 6M | +9.6% | -18.5% | +28.1% | +11.4% |
| YTD | +27.8% | -22.3% | +50.1% | +30.4% |
| 1Y | +60.7% | -47.6% | +108.3% | +70.2% |
| 3Y | +245.3% | -49.8% | +295.1% | +261.8% |
| 5Y | +155.3% | -63.0% | +218.3% | +168.3% |
| All | +391.6% | +56.5% | +335.1% | +370.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling