+136.6%
NEM vs FDX
+76.9%
+59.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.2% |
| 7D | +11.6% | +0.5% | +11.2% | +11.6% |
| 30D | +1.8% | +9.5% | -7.7% | +1.0% |
| 3M | +2.5% | -1.3% | +3.9% | +2.6% |
| 6M | +3.4% | +5.5% | -2.1% | +2.9% |
| YTD | +20.9% | +38.9% | -18.0% | +18.3% |
| 1Y | +37.2% | +58.8% | -21.6% | +33.3% |
| 3Y | +271.6% | +71.1% | +200.5% | +256.1% |
| 5Y | +136.6% | +76.3% | +60.3% | +117.3% |
| All | +136.6% | +76.9% | +59.8% | +117.3% |
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