+249.0%
NEM vs ACWI
+75.0%
+173.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.3% |
| 7D | -5.9% | +2.7% | -8.6% | -8.6% |
| 30D | -2.6% | -2.6% | 0.0% | +0.4% |
| 3M | -4.2% | -3.2% | -1.0% | -0.5% |
| 6M | -5.5% | +1.9% | -7.3% | -6.3% |
| YTD | +13.5% | +11.3% | +2.2% | +4.3% |
| 1Y | +22.2% | +11.7% | +10.5% | +12.0% |
| All | +249.0% | +75.0% | +173.9% | +92.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling