+302.3%
NEM vs EW
+120.5%
+181.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.1% |
| 7D | -1.0% | -6.2% | +5.2% | +0.2% |
| 30D | +7.8% | -9.3% | +17.2% | +9.8% |
| 3M | +30.2% | -1.6% | +31.8% | +30.5% |
| 6M | +9.6% | -0.8% | +10.5% | +9.7% |
| YTD | +27.8% | -1.0% | +28.9% | +27.9% |
| 1Y | +60.7% | +8.2% | +52.5% | +58.0% |
| 3Y | +245.3% | +12.7% | +232.6% | +230.3% |
| 5Y | +155.3% | -30.2% | +185.6% | +159.6% |
| All | +302.3% | +120.5% | +181.9% | +245.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling