+157.7%
NEM vs USFR
+20.4%
+137.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | +10.0% | +0.3% | +9.7% | +9.9% |
| 3M | +30.9% | +1.0% | +29.9% | +30.8% |
| 6M | +10.5% | +1.9% | +8.6% | +9.7% |
| YTD | +29.7% | +2.7% | +27.1% | +27.8% |
| 1Y | +71.1% | +4.0% | +67.1% | +67.2% |
| 3Y | +252.1% | +14.0% | +238.1% | +273.0% |
| 5Y | +157.7% | +20.4% | +137.3% | +177.4% |
| All | +157.7% | +20.4% | +137.3% | +177.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling