+395.3%
NEM vs XPO
+10,316.6%
-9,921.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.3% | -2.0% |
| 7D | +0.3% | +2.4% | -2.1% | +0.2% |
| 30D | +23.1% | -3.5% | +26.6% | +23.2% |
| 3M | +18.5% | -11.9% | +30.4% | +19.0% |
| 6M | +7.8% | -10.0% | +17.7% | +8.1% |
| YTD | +29.1% | +42.1% | -13.0% | +27.3% |
| 1Y | +72.7% | +47.6% | +25.1% | +69.9% |
| 3Y | +248.7% | +153.6% | +95.2% | +234.3% |
| 5Y | +148.7% | +266.5% | -117.8% | +133.2% |
| 10Y | +304.8% | +1,460.4% | -1,155.7% | +257.4% |
| All | +395.3% | +10,316.6% | -9,921.3% | +325.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling