+120.2%
NEM vs ACWI
+58.7%
+61.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.7% |
| 7D | -6.4% | +2.4% | -8.9% | -8.2% |
| 30D | +1.4% | -1.7% | +3.1% | +2.9% |
| 3M | -0.7% | -3.9% | +3.2% | +2.8% |
| 6M | -4.5% | +0.8% | -5.3% | -4.2% |
| YTD | +14.0% | +11.0% | +3.0% | +7.3% |
| 1Y | +27.3% | +13.1% | +14.2% | +18.5% |
| 3Y | +250.5% | +73.9% | +176.6% | +151.7% |
| All | +120.2% | +58.7% | +61.5% | +47.6% |
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 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