+439.2%
NEM vs FICO
+78,963.7%
-78,524.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.3% |
| 7D | +7.1% | -0.3% | +7.3% | +7.1% |
| 30D | +2.9% | +1.7% | +1.1% | +2.7% |
| 3M | +15.0% | -35.2% | +50.2% | +16.6% |
| 6M | +10.3% | -33.7% | +44.0% | +11.4% |
| YTD | +20.7% | -58.2% | +78.8% | +23.9% |
| 1Y | +48.0% | -56.6% | +104.6% | +51.7% |
| 3Y | +225.0% | -24.0% | +249.0% | +224.0% |
| 5Y | +143.7% | +86.1% | +57.7% | +133.6% |
| 10Y | +305.3% | +522.8% | -217.5% | +274.3% |
| All | +439.2% | +78,963.7% | -78,524.5% | +467.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling