+51.1%
NEM vs FDX
+65.6%
-14.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.6% | +6.3% | +8.7% |
| 7D | +3.7% | +8.1% | -4.5% | +1.3% |
| 30D | +2.0% | +13.9% | -12.0% | -1.9% |
| 3M | +21.1% | +5.5% | +15.6% | +18.7% |
| 6M | +9.5% | +15.1% | -5.6% | +4.9% |
| YTD | +19.1% | +43.2% | -24.1% | +10.7% |
| 1Y | +51.1% | +65.0% | -13.9% | +40.9% |
| All | +51.1% | +65.6% | -14.5% | +40.9% |
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