+62.3%
NEM vs FIS
-41.7%
+104.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -1.8% |
| 7D | -3.3% | -8.9% | +5.6% | -5.1% |
| 30D | +7.8% | -9.9% | +17.8% | +5.8% |
| 3M | +36.3% | 0.0% | +36.3% | +36.2% |
| 6M | +6.6% | -22.9% | +29.5% | +2.6% |
| YTD | +27.1% | -40.9% | +68.0% | +20.5% |
| 1Y | +62.3% | -40.4% | +102.8% | +54.2% |
| All | +62.3% | -41.7% | +104.0% | +54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling