+146.9%
NEM vs FICO
+80.8%
+66.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +3.4% |
| 7D | +14.7% | -0.1% | +14.8% | +14.7% |
| 30D | +6.2% | +8.4% | -2.2% | +5.5% |
| 3M | +11.0% | -30.5% | +41.5% | +13.1% |
| 6M | +7.9% | -35.7% | +43.6% | +9.8% |
| YTD | +26.2% | -57.2% | +83.3% | +32.9% |
| 1Y | +51.5% | -58.4% | +109.9% | +60.0% |
| 3Y | +290.6% | -24.8% | +315.4% | +278.1% |
| All | +146.9% | +80.8% | +66.1% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling