+154.0%
NEM vs FTI
+1,109.5%
-955.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.6% |
| 7D | -3.3% | -5.6% | +2.3% | -2.5% |
| 30D | +7.8% | +0.4% | +7.4% | +7.7% |
| 3M | +36.3% | +8.1% | +28.1% | +34.4% |
| 6M | +6.6% | +16.7% | -10.1% | +3.7% |
| YTD | +27.1% | +70.0% | -42.8% | +17.3% |
| 1Y | +62.3% | +85.4% | -23.1% | +47.9% |
| 3Y | +245.1% | +265.9% | -20.9% | +184.3% |
| 5Y | +154.0% | +1,072.7% | -918.8% | +83.6% |
| All | +154.0% | +1,109.5% | -955.5% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling