+62.3%
NEM vs EW
+8.2%
+54.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -3.3% | -3.4% | +0.1% | -2.4% |
| 30D | +7.8% | -7.4% | +15.2% | +10.1% |
| 3M | +36.3% | +0.9% | +35.3% | +35.6% |
| 6M | +6.6% | +1.2% | +5.4% | +5.1% |
| YTD | +27.1% | +1.8% | +25.4% | +24.0% |
| 1Y | +62.3% | +10.8% | +51.5% | +82.5% |
| All | +62.3% | +8.2% | +54.1% | +82.5% |
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