+298.5%
NEM vs ACWI
+356.8%
-58.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | +0.5% | -0.2% | 0.0% |
| 30D | +23.1% | +0.9% | +22.2% | +22.5% |
| 3M | +18.5% | +2.4% | +16.1% | +17.2% |
| 6M | +7.8% | +12.4% | -4.6% | +0.9% |
| YTD | +29.1% | +15.2% | +13.9% | +19.4% |
| 1Y | +72.7% | +22.7% | +50.0% | +53.8% |
| 3Y | +248.7% | +75.8% | +173.0% | +149.2% |
| 5Y | +148.7% | +67.7% | +81.0% | +80.4% |
| 10Y | +304.8% | +229.0% | +75.8% | +84.5% |
| All | +298.5% | +356.8% | -58.3% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling