+342.1%
NEM vs FDX
+152.0%
+190.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.8% |
| 7D | -5.9% | +0.8% | -6.7% | -6.0% |
| 30D | -2.6% | +9.9% | -12.4% | -3.2% |
| 3M | -4.2% | -1.9% | -2.3% | -4.1% |
| 6M | -5.5% | +6.1% | -11.6% | -5.9% |
| YTD | +13.5% | +38.8% | -25.3% | +11.2% |
| 1Y | +22.2% | +50.0% | -27.8% | +19.2% |
| 3Y | +249.0% | +71.0% | +177.9% | +235.4% |
| 5Y | +120.1% | +72.5% | +47.6% | +109.2% |
| All | +342.1% | +152.0% | +190.2% | +357.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling