+72.7%
NEM vs FTV
+21.5%
+51.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.5% |
| 7D | +0.3% | -4.6% | +4.9% | +1.3% |
| 30D | +23.1% | -7.2% | +30.2% | +25.0% |
| 3M | +18.5% | -7.3% | +25.8% | +20.4% |
| 6M | +7.8% | -1.6% | +9.4% | +7.7% |
| YTD | +29.1% | +3.3% | +25.8% | +27.9% |
| 1Y | +72.7% | +20.2% | +52.5% | +62.0% |
| All | +72.7% | +21.5% | +51.1% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling