+153.4%
NEM vs FITB
+71.1%
+82.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +3.9% | +2.8% | +1.0% | +3.6% |
| 30D | +12.7% | -4.5% | +17.2% | +13.2% |
| 3M | +28.7% | +5.7% | +23.0% | +27.7% |
| 6M | +9.8% | +17.1% | -7.3% | +7.7% |
| YTD | +28.1% | +18.3% | +9.8% | +25.4% |
| 1Y | +69.3% | +23.9% | +45.5% | +64.9% |
| 3Y | +247.7% | +131.1% | +116.6% | +217.1% |
| 5Y | +153.4% | +71.1% | +82.3% | +124.1% |
| All | +153.4% | +71.1% | +82.2% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling