+48.0%
NEM vs EWT
+37.1%
+10.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -11.5% | +12.9% | +7.6% |
| 7D | +7.1% | -19.0% | +26.0% | +20.1% |
| 30D | +2.9% | -27.0% | +29.8% | +23.1% |
| 3M | +15.0% | -15.6% | +30.6% | +24.6% |
| 6M | +10.3% | -7.4% | +17.7% | +9.0% |
| YTD | +20.7% | +35.2% | -14.5% | -9.5% |
| 1Y | +48.0% | +36.0% | +12.0% | +10.9% |
| All | +48.0% | +37.1% | +10.9% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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