+363.6%
NEM vs FOXA
+86.3%
+277.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.5% |
| 7D | +3.1% | -5.4% | +8.5% | +3.8% |
| 30D | +10.0% | +1.1% | +8.9% | +9.8% |
| 3M | +30.9% | -6.1% | +37.0% | +31.4% |
| 6M | +10.5% | +8.2% | +2.3% | +8.5% |
| YTD | +29.7% | -11.8% | +41.5% | +31.1% |
| 1Y | +71.1% | +9.9% | +61.2% | +67.0% |
| 3Y | +252.1% | +110.7% | +141.4% | +206.5% |
| 5Y | +157.7% | +86.9% | +70.8% | +125.1% |
| All | +363.6% | +86.3% | +277.3% | +251.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling