+332.4%
NEM vs VCIT
+29.7%
+302.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.5% | +3.4% |
| 7D | +14.7% | +0.7% | +14.0% | +13.6% |
| 30D | +6.2% | +1.8% | +4.4% | +3.5% |
| 3M | +11.0% | -1.6% | +12.6% | +13.7% |
| 6M | +7.9% | -2.1% | +10.0% | +11.7% |
| YTD | +26.2% | -1.6% | +27.7% | +29.9% |
| 1Y | +51.5% | -0.8% | +52.3% | +54.3% |
| 3Y | +290.6% | +19.9% | +270.7% | +208.4% |
| 5Y | +153.1% | +3.3% | +149.8% | +139.4% |
| 10Y | +332.4% | +30.6% | +301.8% | +150.0% |
| All | +332.4% | +29.7% | +302.7% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling