+72.7%
NEM vs FOXA
+9.1%
+63.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -1.9% |
| 7D | +0.3% | -4.0% | +4.3% | +0.2% |
| 30D | +23.1% | +12.0% | +11.1% | +23.9% |
| 3M | +18.5% | +0.3% | +18.2% | +18.4% |
| 6M | +7.8% | +12.5% | -4.7% | +7.2% |
| YTD | +29.1% | -9.6% | +38.7% | +28.8% |
| 1Y | +72.7% | +8.6% | +64.1% | +76.0% |
| All | +72.7% | +9.1% | +63.6% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling