+302.3%
NEM vs USFR
+28.1%
+274.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -1.2% |
| 30D | +7.8% | +0.4% | +7.5% | +7.3% |
| 3M | +30.2% | +1.0% | +29.2% | +28.5% |
| 6M | +9.6% | +2.0% | +7.6% | +6.8% |
| YTD | +27.8% | +2.8% | +25.1% | +23.2% |
| 1Y | +60.7% | +4.1% | +56.6% | +52.3% |
| 3Y | +245.3% | +14.1% | +231.1% | +195.5% |
| 5Y | +155.3% | +20.6% | +134.8% | +103.3% |
| All | +302.3% | +28.1% | +274.2% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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