+18.8%
NEM vs FPS
+20.6%
-1.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.2% | -2.3% |
| 7D | +0.3% | +3.1% | -2.8% | -0.4% |
| 30D | +23.1% | -18.6% | +41.6% | +28.6% |
| 3M | +18.5% | -51.5% | +69.9% | +38.2% |
| 6M | +7.8% | -8.5% | +16.3% | +7.4% |
| All | +18.8% | +20.6% | -1.8% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling