+903.0%
NEM vs EWZ
+446.7%
+456.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.4% |
| 7D | +3.9% | +5.6% | -1.7% | +2.2% |
| 30D | +12.7% | +9.3% | +3.5% | +9.9% |
| 3M | +28.7% | +15.7% | +13.0% | +23.4% |
| 6M | +9.8% | +7.4% | +2.3% | +7.7% |
| YTD | +28.1% | +22.7% | +5.4% | +21.3% |
| 1Y | +69.3% | +36.4% | +33.0% | +55.7% |
| 3Y | +247.7% | +50.4% | +197.3% | +209.3% |
| 5Y | +153.4% | +67.6% | +85.7% | +113.7% |
| 10Y | +291.3% | +84.1% | +207.2% | +186.8% |
| All | +903.0% | +446.7% | +456.3% | +559.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling