+257.2%
NEM vs FTV
+127.3%
+129.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.9% | -4.9% |
| 7D | -5.9% | +3.7% | -9.6% | -6.6% |
| 30D | -2.6% | +16.8% | -19.4% | -5.5% |
| 3M | -4.2% | +10.4% | -14.6% | -6.1% |
| 6M | -5.5% | +12.8% | -18.3% | -7.8% |
| YTD | +13.5% | +23.3% | -9.8% | +8.5% |
| 1Y | +22.2% | +31.0% | -8.8% | +15.3% |
| 3Y | +249.0% | +38.6% | +210.4% | +223.8% |
| 5Y | +120.1% | +17.6% | +102.5% | +108.1% |
| 10Y | +356.3% | +110.0% | +246.3% | +247.2% |
| All | +257.2% | +127.3% | +129.9% | +170.7% |
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