+344.1%
NEM vs EXPE
+123.5%
+220.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -6.4% | -0.5% | -5.9% | -6.4% |
| 30D | +1.4% | -6.1% | +7.5% | +1.8% |
| 3M | -0.7% | -21.3% | +20.6% | +0.8% |
| 6M | -4.5% | +19.0% | -23.5% | -6.0% |
| YTD | +14.0% | -8.4% | +22.5% | +13.9% |
| 1Y | +27.3% | -2.8% | +30.1% | +26.4% |
| 3Y | +250.5% | +120.8% | +129.7% | +222.3% |
| 5Y | +121.1% | +46.2% | +74.9% | +103.3% |
| All | +344.1% | +123.5% | +220.6% | +262.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling