+433.6%
NEM vs FITB
+2,854.6%
-2,421.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | +1.1% | +7.0% | -5.9% | +0.8% |
| 3M | +1.3% | -4.8% | +6.1% | +1.5% |
| 6M | -1.4% | +13.5% | -14.9% | -1.9% |
| YTD | +19.4% | +19.1% | +0.3% | +18.4% |
| 1Y | +32.9% | +30.8% | +2.2% | +31.3% |
| 3Y | +267.0% | +141.6% | +125.4% | +252.9% |
| 5Y | +131.0% | +48.3% | +82.7% | +125.1% |
| 10Y | +379.9% | +215.9% | +164.0% | +347.5% |
| All | +433.6% | +2,854.6% | -2,421.0% | +578.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling