+157.7%
NEM vs FTV
+1.8%
+155.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 3M | +30.9% | -10.9% | +41.8% | +34.4% |
| 6M | +10.5% | -0.6% | +11.2% | +10.4% |
| YTD | +29.7% | +1.4% | +28.3% | +28.5% |
| 1Y | +71.1% | +17.6% | +53.5% | +63.2% |
| 3Y | +252.1% | -3.3% | +255.4% | +245.4% |
| 5Y | +157.7% | -0.1% | +157.9% | +141.1% |
| All | +157.7% | +1.8% | +155.9% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling