+472.4%
NEM vs FISV
+10,554.3%
-10,081.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | -0.6% |
| 7D | +3.9% | -1.6% | +5.4% | +3.9% |
| 30D | +12.7% | -3.0% | +15.7% | +12.9% |
| 3M | +28.7% | -3.5% | +32.2% | +28.6% |
| 6M | +9.8% | -19.4% | +29.2% | +10.8% |
| YTD | +28.1% | -24.3% | +52.4% | +29.6% |
| 1Y | +69.3% | -62.4% | +131.7% | +77.2% |
| 3Y | +247.7% | -58.2% | +305.8% | +259.3% |
| 5Y | +153.4% | -56.5% | +209.9% | +160.0% |
| 10Y | +291.3% | -0.5% | +291.8% | +282.7% |
| All | +472.4% | +10,554.3% | -10,081.9% | +493.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling