+680.9%
NEM vs USFR
+27.6%
+653.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.9% | +0.1% | +3.8% | +3.8% |
| 30D | +12.7% | +0.3% | +12.4% | +12.6% |
| 3M | +28.7% | +1.0% | +27.7% | +28.2% |
| 6M | +9.8% | +1.9% | +7.8% | +9.0% |
| YTD | +28.1% | +2.7% | +25.4% | +26.8% |
| 1Y | +69.3% | +4.0% | +65.3% | +66.9% |
| 3Y | +247.7% | +14.0% | +233.6% | +232.9% |
| 5Y | +153.4% | +20.4% | +133.0% | +138.0% |
| 10Y | +291.3% | +28.1% | +263.2% | +261.6% |
| All | +680.9% | +27.6% | +653.3% | +640.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling