+324.0%
NEM vs FICO
+512.2%
-188.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +13.4% | -0.9% | +14.4% | +13.5% |
| 30D | +6.5% | +3.3% | +3.1% | +5.8% |
| 3M | +14.9% | -31.7% | +46.6% | +18.2% |
| 6M | +5.5% | -34.0% | +39.5% | +7.9% |
| YTD | +21.9% | -58.3% | +80.2% | +30.9% |
| 1Y | +47.9% | -57.9% | +105.8% | +58.5% |
| 3Y | +238.2% | -24.1% | +262.2% | +227.5% |
| 5Y | +146.2% | +85.3% | +60.9% | +106.1% |
| All | +324.0% | +512.2% | -188.2% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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