+727.0%
NEM vs FIS
+238.5%
+488.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.7% | -0.2% |
| 7D | -6.4% | +2.8% | -9.2% | -6.9% |
| 30D | +1.4% | -16.7% | +18.1% | +3.0% |
| 3M | -0.7% | -32.3% | +31.6% | +4.2% |
| 6M | -4.5% | -29.1% | +24.6% | -0.9% |
| YTD | +14.0% | -54.1% | +68.2% | +26.8% |
| 1Y | +27.3% | -53.7% | +81.0% | +41.3% |
| 3Y | +250.5% | -38.8% | +289.3% | +266.5% |
| 5Y | +121.1% | -71.1% | +192.2% | +158.0% |
| 10Y | +358.3% | -53.1% | +411.4% | +375.5% |
| All | +727.0% | +238.5% | +488.6% | +574.1% |
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