+303.0%
NEM vs FTV
+89.3%
+213.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +3.9% | -0.4% | +4.2% | +3.9% |
| 30D | +12.7% | -8.3% | +21.0% | +14.6% |
| 3M | +28.7% | -7.4% | +36.1% | +30.4% |
| 6M | +9.8% | -1.2% | +11.0% | +9.8% |
| YTD | +28.1% | +2.7% | +25.4% | +26.9% |
| 1Y | +69.3% | +18.4% | +50.9% | +63.1% |
| 3Y | +247.7% | -2.0% | +249.7% | +243.7% |
| 5Y | +153.4% | +3.4% | +150.0% | +146.2% |
| 10Y | +291.3% | +78.5% | +212.8% | +205.9% |
| All | +303.0% | +89.3% | +213.7% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling