+250.5%
NEM vs XPO
+153.8%
+96.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.5% |
| 7D | +3.1% | -0.9% | +4.0% | +3.1% |
| 30D | +10.0% | -8.1% | +18.1% | +10.7% |
| 3M | +30.9% | -19.0% | +49.9% | +33.1% |
| 6M | +10.5% | -5.2% | +15.7% | +10.8% |
| YTD | +29.7% | +35.6% | -5.8% | +27.6% |
| 1Y | +71.1% | +41.1% | +30.0% | +67.8% |
| All | +250.5% | +153.8% | +96.6% | +232.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling