+302.3%
NEM vs FIS
-39.8%
+342.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -1.0% | -7.9% | +6.9% | +0.1% |
| 30D | +7.8% | -8.0% | +15.8% | +8.9% |
| 3M | +30.2% | +0.6% | +29.6% | +29.3% |
| 6M | +9.6% | -22.2% | +31.8% | +12.9% |
| YTD | +27.8% | -40.8% | +68.6% | +37.6% |
| 1Y | +60.7% | -41.5% | +102.2% | +73.2% |
| 3Y | +245.3% | -25.5% | +270.8% | +253.3% |
| 5Y | +155.3% | -64.8% | +220.1% | +192.8% |
| All | +302.3% | -39.8% | +342.1% | +312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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