+1,244.2%
EWY vs NEM
+648.4%
+595.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.7% |
| 7D | +8.0% | +3.9% | +4.2% | +7.2% |
| 30D | +14.3% | +12.7% | +1.6% | +11.6% |
| 3M | +2.3% | +28.7% | -26.4% | -2.5% |
| 6M | +49.9% | +9.8% | +40.1% | +47.2% |
| YTD | +95.3% | +28.1% | +67.2% | +86.5% |
| 1Y | +161.7% | +69.3% | +92.4% | +136.5% |
| 3Y | +230.2% | +247.7% | -17.5% | +158.1% |
| 5Y | +148.1% | +153.4% | -5.2% | +101.6% |
| 10Y | +293.2% | +291.3% | +1.9% | +185.8% |
| All | +1,244.2% | +648.4% | +595.8% | +923.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling