+154.6%
NEM vs EXPD
+61.6%
+93.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +0.3% | -1.1% | +1.4% | +0.5% |
| 30D | +23.1% | +4.1% | +19.0% | +22.3% |
| 3M | +18.5% | +17.9% | +0.6% | +15.4% |
| 6M | +7.8% | +29.2% | -21.4% | +3.2% |
| YTD | +29.1% | +27.4% | +1.8% | +23.7% |
| 1Y | +72.7% | +56.8% | +15.8% | +59.8% |
| 3Y | +248.7% | +68.0% | +180.7% | +215.3% |
| All | +154.6% | +61.6% | +93.1% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling