+142.7%
EWY vs NEM
+153.1%
-10.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -3.6% |
| 7D | +1.2% | -3.3% | +4.5% | +2.3% |
| 30D | +9.3% | +7.8% | +1.4% | +6.7% |
| 3M | +2.4% | +36.3% | -33.8% | -6.7% |
| 6M | +40.3% | +6.6% | +33.7% | +36.4% |
| YTD | +88.0% | +27.1% | +60.9% | +75.6% |
| 1Y | +143.8% | +62.3% | +81.5% | +114.0% |
| 3Y | +217.8% | +245.1% | -27.3% | +128.7% |
| 5Y | +142.7% | +154.0% | -11.3% | +80.0% |
| All | +142.7% | +153.1% | -10.3% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling