+238.2%
NEM vs EXPD
+68.8%
+169.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +13.4% | -7.2% | +20.6% | +14.1% |
| 30D | +6.5% | -3.3% | +9.8% | +6.6% |
| 3M | +14.9% | +3.4% | +11.5% | +14.1% |
| 6M | +5.5% | +22.7% | -17.2% | +2.4% |
| YTD | +21.9% | +24.5% | -2.7% | +17.8% |
| 1Y | +47.9% | +38.6% | +9.2% | +41.2% |
| 3Y | +238.2% | +71.5% | +166.7% | +198.3% |
| All | +238.2% | +68.8% | +169.3% | +198.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling