+154.6%
NEM vs ACWI
+67.7%
+87.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | +0.5% | -0.2% | -0.1% |
| 30D | +23.1% | +0.9% | +22.2% | +22.4% |
| 3M | +18.5% | +2.4% | +16.1% | +16.8% |
| 6M | +7.8% | +12.4% | -4.6% | -0.2% |
| YTD | +29.1% | +15.2% | +13.9% | +18.0% |
| 1Y | +72.7% | +22.7% | +50.0% | +51.9% |
| 3Y | +248.7% | +75.8% | +173.0% | +148.3% |
| All | +154.6% | +67.7% | +87.0% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling