+476.9%
NEM vs FITB
+2,855.6%
-2,378.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.8% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | +23.1% | -4.7% | +27.8% | +23.3% |
| 3M | +18.5% | +6.7% | +11.8% | +18.1% |
| 6M | +7.8% | +12.6% | -4.8% | +7.2% |
| YTD | +29.1% | +19.1% | +10.0% | +28.0% |
| 1Y | +72.7% | +22.6% | +50.0% | +71.0% |
| 3Y | +248.7% | +127.1% | +121.6% | +236.1% |
| 5Y | +148.7% | +71.8% | +76.9% | +140.9% |
| 10Y | +304.8% | +287.2% | +17.6% | +274.7% |
| All | +476.9% | +2,855.6% | -2,378.7% | +634.0% |
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