+344.1%
NEM vs FTV
+109.2%
+234.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -6.4% | +3.9% | -10.3% | -7.1% |
| 30D | +1.4% | +18.7% | -17.2% | -1.9% |
| 3M | -0.7% | +10.0% | -10.7% | -2.6% |
| 6M | -4.5% | +14.6% | -19.0% | -7.0% |
| YTD | +14.0% | +23.4% | -9.4% | +9.1% |
| 1Y | +27.3% | +31.3% | -4.0% | +20.4% |
| 3Y | +250.5% | +39.8% | +210.7% | +225.7% |
| 5Y | +121.1% | +17.7% | +103.4% | +109.3% |
| All | +344.1% | +109.2% | +234.9% | +286.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling