+153.4%
NEM vs FIS
-64.6%
+218.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.2% |
| 7D | +3.9% | -3.5% | +7.3% | +4.2% |
| 30D | +12.7% | -7.8% | +20.6% | +13.5% |
| 3M | +28.7% | +0.8% | +27.8% | +28.0% |
| 6M | +9.8% | -21.9% | +31.7% | +12.3% |
| YTD | +28.1% | -39.5% | +67.6% | +35.9% |
| 1Y | +69.3% | -41.0% | +110.3% | +80.1% |
| 3Y | +247.7% | -23.6% | +271.3% | +253.7% |
| 5Y | +153.4% | -65.6% | +219.0% | +170.3% |
| All | +153.4% | -64.6% | +218.0% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling