+396.6%
NEM vs FND
+66.0%
+330.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | +0.3% | -5.2% | +5.5% | +0.9% |
| 30D | +23.1% | -19.9% | +43.0% | +26.0% |
| 3M | +18.5% | +2.7% | +15.8% | +17.7% |
| 6M | +7.8% | -21.7% | +29.5% | +10.0% |
| YTD | +29.1% | -17.5% | +46.6% | +30.9% |
| 1Y | +72.7% | -39.3% | +112.0% | +80.0% |
| 3Y | +248.7% | -49.8% | +298.5% | +265.1% |
| 5Y | +148.7% | -60.1% | +208.8% | +159.2% |
| All | +396.6% | +66.0% | +330.5% | +372.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling