+776.9%
NEM vs FIS
+224.4%
+552.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.0% | -4.1% |
| 7D | +11.6% | -27.4% | +39.0% | +16.1% |
| 30D | +1.8% | -16.8% | +18.6% | +3.4% |
| 3M | +2.5% | -32.6% | +35.1% | +7.6% |
| 6M | +3.4% | -33.4% | +36.8% | +8.3% |
| YTD | +20.9% | -56.0% | +77.0% | +35.4% |
| 1Y | +37.2% | -55.1% | +92.3% | +53.0% |
| 3Y | +271.6% | -41.4% | +313.0% | +291.3% |
| 5Y | +136.6% | -72.7% | +209.3% | +178.8% |
| 10Y | +342.6% | -55.5% | +398.1% | +363.3% |
| All | +776.9% | +224.4% | +552.5% | +619.7% |
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