+250.5%
NEM vs EXPE
+149.5%
+101.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +3.1% | -11.5% | +14.6% | +4.0% |
| 30D | +10.0% | -13.1% | +23.1% | +11.1% |
| 3M | +30.9% | +18.1% | +12.7% | +28.9% |
| 6M | +10.5% | +13.3% | -2.7% | +8.9% |
| YTD | +29.7% | -3.2% | +33.0% | +29.5% |
| 1Y | +71.1% | +26.1% | +45.0% | +65.5% |
| All | +250.5% | +149.5% | +101.0% | +198.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling