+271.3%
NEM vs EWJ
+155.8%
+115.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +3.9% | +2.9% | +1.0% | +2.8% |
| 30D | +12.7% | +1.1% | +11.6% | +12.3% |
| 3M | +28.7% | +7.1% | +21.5% | +25.7% |
| 6M | +9.8% | +16.2% | -6.4% | +4.5% |
| YTD | +28.1% | +22.0% | +6.1% | +20.0% |
| 1Y | +69.3% | +26.2% | +43.1% | +56.9% |
| 3Y | +247.7% | +73.5% | +174.2% | +186.6% |
| 5Y | +153.4% | +52.7% | +100.7% | +116.9% |
| 10Y | +291.3% | +138.5% | +152.8% | +184.1% |
| All | +271.3% | +155.8% | +115.5% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling