+154.0%
NEM vs XPO
+257.8%
-103.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.9% |
| 7D | -3.3% | -1.3% | -2.0% | -3.2% |
| 30D | +7.8% | -10.4% | +18.2% | +8.6% |
| 3M | +36.3% | -15.7% | +51.9% | +37.6% |
| 6M | +6.6% | -6.3% | +12.9% | +6.9% |
| YTD | +27.1% | +34.2% | -7.0% | +25.3% |
| 1Y | +62.3% | +39.9% | +22.4% | +59.6% |
| 3Y | +245.1% | +155.2% | +89.8% | +227.5% |
| 5Y | +154.0% | +264.7% | -110.7% | +114.5% |
| All | +154.0% | +257.8% | -103.8% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling