+476.9%
NEM vs FDX
+4,233.7%
-3,756.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.8% |
| 7D | +0.3% | -2.5% | +2.8% | +0.5% |
| 30D | +23.1% | +3.8% | +19.3% | +22.8% |
| 3M | +18.5% | -1.3% | +19.8% | +18.6% |
| 6M | +7.8% | +5.0% | +2.8% | +7.3% |
| YTD | +29.1% | +39.6% | -10.5% | +26.3% |
| 1Y | +72.7% | +81.1% | -8.5% | +66.2% |
| 3Y | +248.7% | +63.0% | +185.7% | +235.6% |
| 5Y | +148.7% | +65.6% | +83.1% | +137.1% |
| 10Y | +304.8% | +183.4% | +121.4% | +268.5% |
| All | +476.9% | +4,233.7% | -3,756.7% | +433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling