+155.1%
NEM vs EWT
+149.5%
+5.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | -0.4% |
| 7D | -1.0% | -1.1% | +0.1% | -0.4% |
| 30D | +7.8% | +4.5% | +3.4% | +5.3% |
| 3M | +30.2% | +8.3% | +22.0% | +24.0% |
| 6M | +9.6% | +54.2% | -44.6% | -12.8% |
| YTD | +27.8% | +74.6% | -46.8% | -3.8% |
| 1Y | +60.7% | +84.9% | -24.2% | +17.7% |
| 3Y | +245.3% | +197.5% | +47.8% | +99.4% |
| All | +155.1% | +149.5% | +5.6% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling