+809.8%
NEM vs EFA
+386.6%
+423.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.9% |
| 7D | +3.1% | -0.5% | +3.5% | +3.3% |
| 30D | +10.0% | -1.3% | +11.3% | +11.0% |
| 3M | +30.9% | +5.2% | +25.7% | +27.6% |
| 6M | +10.5% | +9.4% | +1.2% | +5.9% |
| YTD | +29.7% | +12.7% | +17.0% | +22.5% |
| 1Y | +71.1% | +19.3% | +51.9% | +56.9% |
| 3Y | +252.1% | +66.3% | +185.8% | +169.0% |
| 5Y | +157.7% | +53.4% | +104.4% | +103.9% |
| 10Y | +319.4% | +144.4% | +174.9% | +149.8% |
| All | +809.8% | +386.6% | +423.2% | +299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling