+72.7%
NEM vs FDX
+80.8%
-8.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +0.3% | -2.5% | +2.8% | +1.0% |
| 30D | +23.1% | +3.8% | +19.3% | +21.5% |
| 3M | +18.5% | -1.3% | +19.8% | +18.6% |
| 6M | +7.8% | +5.0% | +2.8% | +5.1% |
| YTD | +29.1% | +39.6% | -10.5% | +21.6% |
| 1Y | +72.7% | +81.1% | -8.5% | +51.9% |
| All | +72.7% | +80.8% | -8.1% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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