+342.1%
NEM vs FITB
+208.7%
+133.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.8% |
| 7D | -5.9% | +0.8% | -6.7% | -6.0% |
| 30D | -2.6% | +7.3% | -9.9% | -3.1% |
| 3M | -4.2% | -6.3% | +2.1% | -3.7% |
| 6M | -5.5% | +12.6% | -18.0% | -6.4% |
| YTD | +13.5% | +18.0% | -4.4% | +11.8% |
| 1Y | +22.2% | +28.9% | -6.7% | +19.5% |
| 3Y | +249.0% | +139.4% | +109.5% | +225.0% |
| 5Y | +120.1% | +47.2% | +72.9% | +108.9% |
| All | +342.1% | +208.7% | +133.4% | +319.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling