+120.2%
NEM vs EW
-7.9%
+128.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.8% | +0.2% |
| 7D | -6.4% | +4.9% | -11.3% | -7.4% |
| 30D | +1.4% | +23.9% | -22.5% | -3.2% |
| 3M | -0.7% | +15.8% | -16.5% | -4.0% |
| 6M | -4.5% | +31.7% | -36.1% | -10.2% |
| YTD | +14.0% | +25.7% | -11.6% | +8.2% |
| 1Y | +27.3% | +24.4% | +2.9% | +21.0% |
| 3Y | +250.5% | +65.9% | +184.6% | +205.8% |
| All | +120.2% | -7.9% | +128.1% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling