+344.1%
NEM vs FICO
+527.0%
-182.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.4% |
| 7D | -6.4% | +2.2% | -8.6% | -6.6% |
| 30D | +1.4% | +0.1% | +1.3% | +1.2% |
| 3M | -0.7% | -35.2% | +34.4% | +2.7% |
| 6M | -4.5% | -32.4% | +27.9% | -2.4% |
| YTD | +14.0% | -57.4% | +71.4% | +22.2% |
| 1Y | +27.3% | -58.5% | +85.8% | +36.8% |
| 3Y | +250.5% | -28.9% | +279.4% | +243.0% |
| 5Y | +121.1% | +91.7% | +29.4% | +84.5% |
| All | +344.1% | +527.0% | -182.9% | +204.9% |
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