+51.1%
NEM vs EWZ
+7.8%
+43.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +9.2% |
| 7D | +3.7% | -4.1% | +7.8% | +5.5% |
| 30D | +2.0% | -25.0% | +26.9% | +13.3% |
| 3M | +21.1% | -10.6% | +31.7% | +17.2% |
| 6M | +9.5% | -16.6% | +26.1% | +11.7% |
| YTD | +19.1% | +2.5% | +16.6% | +7.1% |
| 1Y | +51.1% | +8.1% | +43.0% | +23.8% |
| All | +51.1% | +7.8% | +43.3% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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