+47.9%
NEM vs FICO
-58.2%
+106.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +13.4% | -0.9% | +14.4% | +13.4% |
| 30D | +6.5% | +3.3% | +3.1% | +6.4% |
| 3M | +14.9% | -31.7% | +46.6% | +15.0% |
| 6M | +5.5% | -34.0% | +39.5% | +4.4% |
| YTD | +21.9% | -58.3% | +80.2% | +23.7% |
| 1Y | +47.9% | -57.9% | +105.8% | +49.5% |
| All | +47.9% | -58.2% | +106.1% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling