+238.2%
NEM vs VCIT
+19.7%
+218.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.3% |
| 7D | +13.4% | +0.1% | +13.3% | +13.2% |
| 30D | +6.5% | +1.9% | +4.6% | +2.5% |
| 3M | +14.9% | -1.4% | +16.4% | +18.4% |
| 6M | +5.5% | -2.1% | +7.6% | +10.4% |
| YTD | +21.9% | -1.6% | +23.5% | +26.8% |
| 1Y | +47.9% | -0.9% | +48.8% | +52.0% |
| 3Y | +238.2% | +20.0% | +218.2% | +135.2% |
| All | +238.2% | +19.7% | +218.5% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling