+303.5%
EWY vs NEM
+319.0%
-15.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.1% |
| 7D | -0.1% | -1.0% | +0.9% | +0.2% |
| 30D | +7.3% | +7.8% | -0.5% | +5.3% |
| 3M | -5.1% | +30.2% | -35.3% | -11.2% |
| 6M | +42.1% | +9.6% | +32.5% | +38.5% |
| YTD | +94.1% | +27.8% | +66.3% | +83.4% |
| 1Y | +147.8% | +60.7% | +87.1% | +122.7% |
| 3Y | +222.9% | +245.3% | -22.4% | +145.3% |
| 5Y | +150.6% | +155.3% | -4.7% | +96.7% |
| All | +303.5% | +319.0% | -15.5% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling