+250.5%
NEM vs FIS
-26.4%
+276.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.4% |
| 7D | +3.1% | -9.1% | +12.1% | +3.5% |
| 30D | +10.0% | -10.4% | +20.4% | +10.5% |
| 3M | +30.9% | -3.7% | +34.6% | +30.4% |
| 6M | +10.5% | -24.8% | +35.3% | +13.2% |
| YTD | +29.7% | -41.6% | +71.3% | +39.3% |
| 1Y | +71.1% | -42.7% | +113.9% | +84.3% |
| All | +250.5% | -26.4% | +276.9% | +235.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling