+155.1%
NEM vs FISV
-53.5%
+208.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | +0.3% |
| 7D | -1.0% | -2.7% | +1.7% | -0.9% |
| 30D | +7.8% | 0.0% | +7.8% | +7.8% |
| 3M | +30.2% | -2.8% | +33.0% | +30.1% |
| 6M | +9.6% | -11.8% | +21.4% | +10.0% |
| YTD | +27.8% | -23.2% | +51.0% | +29.4% |
| 1Y | +60.7% | -62.0% | +122.7% | +70.4% |
| 3Y | +245.3% | -57.6% | +302.9% | +241.2% |
| All | +155.1% | -53.5% | +208.6% | +138.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling