+291.3%
NEM vs EXPD
+308.0%
-16.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +3.9% | -0.9% | +4.8% | +4.0% |
| 30D | +12.7% | +4.1% | +8.7% | +11.9% |
| 3M | +28.7% | +13.8% | +14.9% | +25.7% |
| 6M | +9.8% | +27.3% | -17.5% | +4.8% |
| YTD | +28.1% | +25.4% | +2.7% | +22.4% |
| 1Y | +69.3% | +54.4% | +15.0% | +55.6% |
| 3Y | +247.7% | +67.9% | +179.8% | +211.4% |
| 5Y | +153.4% | +59.2% | +94.2% | +125.9% |
| 10Y | +291.3% | +308.6% | -17.3% | +232.3% |
| All | +291.3% | +308.0% | -16.7% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EXPD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling