+342.6%
NEM vs EXPD
+329.8%
+12.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.1% |
| 7D | +11.6% | -7.4% | +19.0% | +13.0% |
| 30D | +1.8% | -2.1% | +3.9% | +2.0% |
| 3M | +2.5% | +5.7% | -3.2% | +1.3% |
| 6M | +3.4% | +21.4% | -17.9% | -0.4% |
| YTD | +20.9% | +27.6% | -6.7% | +14.9% |
| 1Y | +37.2% | +36.1% | +1.1% | +28.8% |
| 3Y | +271.6% | +69.9% | +201.8% | +230.9% |
| 5Y | +136.6% | +59.7% | +77.0% | +110.5% |
| 10Y | +342.6% | +323.0% | +19.6% | +241.1% |
| All | +342.6% | +329.8% | +12.8% | +241.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling