+243.5%
NEM vs FISV
-59.8%
+303.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.0% |
| 7D | -3.3% | -7.2% | +3.9% | -3.4% |
| 30D | +7.8% | -7.2% | +15.0% | +7.8% |
| 3M | +36.3% | -8.2% | +44.4% | +36.1% |
| 6M | +6.6% | -17.7% | +24.3% | +6.6% |
| YTD | +27.1% | -27.2% | +54.3% | +27.5% |
| 1Y | +62.3% | -63.0% | +125.3% | +65.9% |
| All | +243.5% | -59.8% | +303.3% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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