+60.7%
NEM vs XPO
+39.1%
+21.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -1.0% | -5.7% | +4.7% | +0.1% |
| 30D | +7.8% | -12.8% | +20.6% | +10.8% |
| 3M | +30.2% | -20.0% | +50.2% | +36.1% |
| 6M | +9.6% | -6.0% | +15.6% | +10.0% |
| YTD | +27.8% | +34.0% | -6.2% | +20.8% |
| 1Y | +60.7% | +35.6% | +25.2% | +49.5% |
| All | +60.7% | +39.1% | +21.6% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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