+243.5%
NEM vs FOXA
+115.1%
+128.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.2% |
| 7D | -3.3% | -3.7% | +0.4% | -3.0% |
| 30D | +7.8% | +5.4% | +2.5% | +7.4% |
| 3M | +36.3% | -3.7% | +40.0% | +36.6% |
| 6M | +6.6% | +12.6% | -6.0% | +4.3% |
| YTD | +27.1% | -10.0% | +37.1% | +28.6% |
| 1Y | +62.3% | +15.0% | +47.3% | +57.6% |
| All | +243.5% | +115.1% | +128.4% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling