+37.2%
NEM vs EXPD
+39.4%
-2.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.1% |
| 7D | +11.6% | -7.4% | +19.0% | +12.2% |
| 30D | +1.8% | -2.1% | +3.9% | +1.6% |
| 3M | +2.5% | +5.7% | -3.2% | +1.3% |
| 6M | +3.4% | +21.4% | -17.9% | +0.1% |
| YTD | +20.9% | +27.6% | -6.7% | +12.7% |
| 1Y | +37.2% | +36.1% | +1.1% | +25.3% |
| All | +37.2% | +39.4% | -2.2% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling