+463.7%
NEM vs EXPD
+30,988.6%
-30,524.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +3.3% |
| 7D | +14.7% | -5.5% | +20.2% | +15.2% |
| 30D | +6.2% | -1.9% | +8.1% | +6.3% |
| 3M | +11.0% | +6.1% | +4.9% | +10.4% |
| 6M | +7.9% | +21.6% | -13.7% | +6.1% |
| YTD | +26.2% | +27.9% | -1.7% | +23.3% |
| 1Y | +51.5% | +39.4% | +12.1% | +47.0% |
| 3Y | +290.6% | +72.7% | +217.9% | +271.1% |
| 5Y | +153.1% | +60.3% | +92.8% | +140.7% |
| 10Y | +332.4% | +332.6% | -0.2% | +281.3% |
| All | +463.7% | +30,988.6% | -30,524.9% | +428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling