+243.5%
NEM vs EWZ
+47.7%
+195.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.7% |
| 7D | -3.3% | +1.1% | -4.4% | -4.0% |
| 30D | +7.8% | +13.5% | -5.6% | +0.1% |
| 3M | +36.3% | +15.2% | +21.0% | +25.3% |
| 6M | +6.6% | +3.7% | +2.8% | +4.1% |
| YTD | +27.1% | +22.5% | +4.6% | +15.1% |
| 1Y | +62.3% | +35.3% | +27.1% | +40.2% |
| All | +243.5% | +47.7% | +195.8% | +180.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling