+302.3%
NEM vs EFA
+146.6%
+155.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.1% |
| 7D | -1.0% | -1.5% | +0.5% | 0.0% |
| 30D | +7.8% | -1.7% | +9.5% | +9.1% |
| 3M | +30.2% | +3.5% | +26.7% | +27.7% |
| 6M | +9.6% | +9.5% | +0.1% | +4.4% |
| YTD | +27.8% | +12.9% | +15.0% | +20.0% |
| 1Y | +60.7% | +18.2% | +42.5% | +47.2% |
| 3Y | +245.3% | +64.8% | +180.5% | +164.3% |
| 5Y | +155.3% | +53.9% | +101.4% | +98.6% |
| All | +302.3% | +146.6% | +155.7% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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