+344.1%
NEM vs FTI
+189.4%
+154.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | +0.3% |
| 7D | -6.4% | +4.3% | -10.7% | -6.8% |
| 30D | +1.4% | -4.7% | +6.1% | +1.7% |
| 3M | -0.7% | -13.5% | +12.8% | +0.5% |
| 6M | -4.5% | -8.7% | +4.2% | -3.9% |
| YTD | +14.0% | +49.0% | -35.0% | +9.8% |
| 1Y | +27.3% | +54.0% | -26.7% | +22.2% |
| 3Y | +250.5% | +211.6% | +38.9% | +215.6% |
| 5Y | +121.1% | +881.9% | -760.8% | +82.7% |
| All | +344.1% | +189.4% | +154.7% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling