+17.9%
NEM vs FPS
+24.3%
-6.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.8% | -1.5% |
| 7D | +3.9% | +10.4% | -6.5% | +1.6% |
| 30D | +12.7% | -16.5% | +29.3% | +17.1% |
| 3M | +28.7% | -45.5% | +74.2% | +45.9% |
| 6M | +9.8% | +2.1% | +7.7% | +5.5% |
| All | +17.9% | +24.3% | -6.4% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling