+699.5%
NEM vs EW
+8,226.0%
-7,526.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.5% |
| 7D | +0.3% | +6.5% | -6.2% | -0.5% |
| 30D | +1.1% | +22.5% | -21.4% | -1.5% |
| 3M | +1.3% | +13.0% | -11.7% | -0.3% |
| 6M | -1.4% | +37.1% | -38.5% | -5.4% |
| YTD | +19.4% | +24.1% | -4.7% | +16.0% |
| 1Y | +32.9% | +24.2% | +8.7% | +29.1% |
| 3Y | +267.0% | +64.8% | +202.2% | +240.3% |
| 5Y | +131.0% | -7.4% | +138.4% | +126.4% |
| 10Y | +379.9% | +248.8% | +131.1% | +303.5% |
| All | +699.5% | +8,226.0% | -7,526.6% | +477.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling