+250.5%
NEM vs FTV
-3.3%
+253.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +3.1% | -1.3% | +4.3% | +3.4% |
| 30D | +10.0% | -9.5% | +19.5% | +13.1% |
| 3M | +30.9% | -10.9% | +41.8% | +35.0% |
| 6M | +10.5% | -0.6% | +11.2% | +10.2% |
| YTD | +29.7% | +1.4% | +28.3% | +28.1% |
| 1Y | +71.1% | +17.6% | +53.5% | +61.0% |
| All | +250.5% | -3.3% | +253.7% | +235.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling