+72.7%
NEM vs EW
+11.0%
+61.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +23.1% | +1.0% | +22.0% | +22.7% |
| 3M | +18.5% | +2.8% | +15.7% | +17.5% |
| 6M | +7.8% | +5.5% | +2.3% | +5.4% |
| YTD | +29.1% | +5.5% | +23.7% | +24.8% |
| 1Y | +72.7% | +11.0% | +61.6% | +89.5% |
| All | +72.7% | +11.0% | +61.7% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling