+836.3%
NEM vs FIS
+374.5%
+461.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +0.3% | +1.1% | -0.8% | +0.1% |
| 30D | +23.1% | -2.2% | +25.3% | +23.4% |
| 3M | +18.5% | +2.1% | +16.3% | +17.5% |
| 6M | +7.8% | -14.7% | +22.5% | +9.7% |
| YTD | +29.1% | -35.7% | +64.8% | +37.9% |
| 1Y | +72.7% | -37.1% | +109.7% | +84.8% |
| 3Y | +248.7% | -20.0% | +268.7% | +254.3% |
| 5Y | +148.7% | -62.1% | +210.8% | +181.9% |
| 10Y | +304.8% | -37.4% | +342.2% | +307.1% |
| All | +836.3% | +374.5% | +461.8% | +632.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling