+302.3%
NEM vs FTI
+305.3%
-2.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -1.0% | -4.4% | +3.4% | -0.6% |
| 30D | +7.8% | +1.5% | +6.4% | +7.7% |
| 3M | +30.2% | +8.2% | +22.0% | +29.1% |
| 6M | +9.6% | +18.8% | -9.2% | +7.6% |
| YTD | +27.8% | +71.7% | -43.9% | +21.5% |
| 1Y | +60.7% | +90.0% | -29.3% | +51.4% |
| 3Y | +245.3% | +270.5% | -25.2% | +206.0% |
| 5Y | +155.3% | +1,084.5% | -929.2% | +107.0% |
| All | +302.3% | +305.3% | -2.9% | +198.5% |
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