+51.1%
NEM vs EWJ
+18.0%
+33.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.4% | +8.5% | +8.2% |
| 7D | +3.7% | -1.2% | +4.9% | +5.4% |
| 30D | +2.0% | -5.5% | +7.5% | +9.5% |
| 3M | +21.1% | -0.8% | +21.9% | +22.4% |
| 6M | +9.5% | +7.1% | +2.4% | +1.3% |
| YTD | +19.1% | +16.9% | +2.2% | +1.5% |
| 1Y | +51.1% | +18.2% | +32.9% | +26.9% |
| All | +51.1% | +18.0% | +33.1% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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