+72.7%
NEM vs EXPE
+40.7%
+32.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.8% |
| 7D | +0.3% | -9.5% | +9.8% | +0.3% |
| 30D | +23.1% | -6.6% | +29.7% | +23.1% |
| 3M | +18.5% | +31.4% | -12.9% | +18.3% |
| 6M | +7.8% | +35.2% | -27.4% | +7.4% |
| YTD | +29.1% | +5.8% | +23.3% | +29.8% |
| 1Y | +72.7% | +38.7% | +34.0% | +73.2% |
| All | +72.7% | +40.7% | +32.0% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling