+501.6%
NEM vs FTAI
+2,588.5%
-2,086.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +3.9% | +3.9% | -0.1% | +3.4% |
| 30D | +12.7% | -8.8% | +21.6% | +13.7% |
| 3M | +28.7% | -14.5% | +43.1% | +30.4% |
| 6M | +9.8% | -24.0% | +33.8% | +12.2% |
| YTD | +28.1% | +0.5% | +27.6% | +27.9% |
| 1Y | +69.3% | +19.1% | +50.2% | +66.6% |
| 3Y | +247.7% | +460.7% | -213.1% | +196.9% |
| 5Y | +153.4% | +947.3% | -794.0% | +104.7% |
| 10Y | +291.3% | +3,244.4% | -2,953.1% | +184.0% |
| All | +501.6% | +2,588.5% | -2,086.9% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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