+154.0%
NEM vs EWJ
+47.6%
+106.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.6% |
| 7D | -3.3% | -1.5% | -1.8% | -2.3% |
| 30D | +7.8% | +0.2% | +7.7% | +7.7% |
| 3M | +36.3% | +8.6% | +27.7% | +29.4% |
| 6M | +6.6% | +12.1% | -5.6% | -0.1% |
| YTD | +27.1% | +20.1% | +7.1% | +15.4% |
| 1Y | +62.3% | +25.2% | +37.2% | +44.4% |
| 3Y | +245.1% | +70.8% | +174.3% | +157.6% |
| 5Y | +154.0% | +49.2% | +104.8% | +66.4% |
| All | +154.0% | +47.6% | +106.4% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling