+153.4%
NEM vs EXPE
+89.5%
+63.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.9% | +7.1% | -0.1% |
| 7D | +3.9% | -9.8% | +13.6% | +4.7% |
| 30D | +12.7% | -11.5% | +24.2% | +13.7% |
| 3M | +28.7% | +21.7% | +6.9% | +26.3% |
| 6M | +9.8% | +10.4% | -0.6% | +8.4% |
| YTD | +28.1% | -2.5% | +30.6% | +27.5% |
| 1Y | +69.3% | +27.3% | +42.0% | +63.8% |
| 3Y | +247.7% | +153.5% | +94.2% | +208.1% |
| 5Y | +153.4% | +91.1% | +62.3% | +112.4% |
| All | +153.4% | +89.5% | +63.9% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling