+332.4%
NEM vs ACWI
+226.8%
+105.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +1.9% |
| 7D | +14.7% | +0.3% | +14.4% | +14.5% |
| 30D | +6.2% | -2.8% | +9.0% | +8.1% |
| 3M | +11.0% | -3.2% | +14.2% | +13.4% |
| 6M | +7.9% | +1.3% | +6.6% | +7.8% |
| YTD | +26.2% | +11.2% | +14.9% | +20.3% |
| 1Y | +51.5% | +13.8% | +37.7% | +43.0% |
| 3Y | +290.6% | +76.2% | +214.4% | +197.2% |
| 5Y | +153.1% | +59.5% | +93.6% | +98.2% |
| 10Y | +332.4% | +222.2% | +110.2% | +99.5% |
| All | +332.4% | +226.8% | +105.6% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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