+250.5%
NEM vs EW
+16.4%
+234.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +3.1% | -5.1% | +8.2% | +4.2% |
| 30D | +10.0% | -6.4% | +16.3% | +11.5% |
| 3M | +30.9% | -1.6% | +32.4% | +31.2% |
| 6M | +10.5% | +2.3% | +8.3% | +9.9% |
| YTD | +29.7% | +1.1% | +28.6% | +29.2% |
| 1Y | +71.1% | +8.0% | +63.1% | +68.4% |
| All | +250.5% | +16.4% | +234.0% | +237.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling