+476.9%
NEM vs EXPD
+30,859.1%
-30,382.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +0.3% | -1.1% | +1.4% | +0.4% |
| 30D | +23.1% | +4.1% | +19.0% | +22.7% |
| 3M | +18.5% | +17.9% | +0.6% | +16.9% |
| 6M | +7.8% | +29.2% | -21.4% | +5.4% |
| YTD | +29.1% | +27.4% | +1.8% | +26.3% |
| 1Y | +72.7% | +56.8% | +15.8% | +66.0% |
| 3Y | +248.7% | +68.0% | +180.7% | +232.3% |
| 5Y | +148.7% | +61.9% | +86.8% | +136.4% |
| 10Y | +304.8% | +316.0% | -11.2% | +258.1% |
| All | +476.9% | +30,859.1% | -30,382.2% | +441.1% |
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