+120.2%
NEM vs EXPD
+60.9%
+59.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -6.4% | +5.5% | -11.9% | -7.2% |
| 30D | +1.4% | -0.8% | +2.2% | +1.4% |
| 3M | -0.7% | +4.1% | -4.9% | -1.6% |
| 6M | -4.5% | +25.7% | -30.1% | -8.3% |
| YTD | +14.0% | +31.4% | -17.4% | +8.2% |
| 1Y | +27.3% | +42.2% | -14.9% | +19.2% |
| 3Y | +250.5% | +77.2% | +173.3% | +211.0% |
| All | +120.2% | +60.9% | +59.3% | +93.8% |
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