+120.2%
NEM vs EWZ
+53.9%
+66.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | 0.0% |
| 7D | -6.4% | +0.8% | -7.2% | -6.6% |
| 30D | +1.4% | -24.4% | +25.8% | +10.2% |
| 3M | -0.7% | -4.6% | +3.9% | -1.8% |
| 6M | -4.5% | -11.6% | +7.1% | -2.6% |
| YTD | +14.0% | +2.4% | +11.7% | +11.3% |
| 1Y | +27.3% | +2.1% | +25.2% | +24.3% |
| 3Y | +250.5% | +18.7% | +231.8% | +223.3% |
| All | +120.2% | +53.9% | +66.2% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling