+153.4%
NEM vs FDX
+63.0%
+90.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | +3.9% | -3.3% | +7.2% | +4.1% |
| 30D | +12.7% | -1.4% | +14.1% | +12.8% |
| 3M | +28.7% | -4.5% | +33.2% | +29.1% |
| 6M | +9.8% | +9.4% | +0.4% | +9.0% |
| YTD | +28.1% | +36.0% | -7.9% | +25.8% |
| 1Y | +69.3% | +75.5% | -6.2% | +64.1% |
| 3Y | +247.7% | +62.8% | +184.9% | +235.0% |
| 5Y | +153.4% | +64.4% | +89.0% | +130.1% |
| All | +153.4% | +63.0% | +90.4% | +130.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling