+291.3%
NEM vs ACWI
+226.0%
+65.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +3.9% | +1.1% | +2.8% | +3.2% |
| 30D | +12.7% | -0.2% | +12.9% | +12.9% |
| 3M | +28.7% | +4.7% | +24.0% | +25.6% |
| 6M | +9.8% | +14.5% | -4.7% | +2.4% |
| YTD | +28.1% | +14.6% | +13.5% | +19.7% |
| 1Y | +69.3% | +21.4% | +47.9% | +53.7% |
| 3Y | +247.7% | +77.6% | +170.1% | +160.6% |
| 5Y | +153.4% | +68.1% | +85.3% | +91.7% |
| 10Y | +291.3% | +226.1% | +65.1% | +84.5% |
| All | +291.3% | +226.0% | +65.3% | +84.5% |
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