+71.1%
NEM vs FDX
+73.2%
-2.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.7% |
| 7D | +3.1% | -2.3% | +5.4% | +3.7% |
| 30D | +10.0% | -4.9% | +14.9% | +11.3% |
| 3M | +30.9% | -6.5% | +37.3% | +32.8% |
| 6M | +10.5% | +6.7% | +3.9% | +7.9% |
| YTD | +29.7% | +33.9% | -4.1% | +23.9% |
| 1Y | +71.1% | +72.2% | -1.1% | +53.1% |
| All | +71.1% | +73.2% | -2.0% | +53.1% |
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