+740.1%
NEM vs EWT
+519.9%
+220.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.8% | -7.1% | -2.8% |
| 7D | +0.3% | +3.2% | -2.9% | -0.9% |
| 30D | +1.1% | -12.3% | +13.4% | +4.3% |
| 3M | +1.3% | -3.6% | +4.9% | +1.8% |
| 6M | -1.4% | +3.1% | -4.5% | -2.8% |
| YTD | +19.4% | +57.7% | -38.3% | +5.8% |
| 1Y | +32.9% | +60.3% | -27.3% | +17.3% |
| 3Y | +267.0% | +163.4% | +103.6% | +185.4% |
| 5Y | +131.0% | +127.4% | +3.6% | +84.8% |
| 10Y | +379.9% | +462.7% | -82.8% | +208.6% |
| All | +740.1% | +519.9% | +220.2% | +334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling