+120.2%
NEM vs VCIT
+3.7%
+116.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.7% |
| 7D | -6.4% | -1.4% | -5.0% | -4.0% |
| 30D | +1.4% | +0.6% | +0.8% | +0.6% |
| 3M | -0.7% | -2.2% | +1.5% | +3.4% |
| 6M | -4.5% | -2.3% | -2.2% | -0.1% |
| YTD | +14.0% | -2.2% | +16.2% | +19.3% |
| 1Y | +27.3% | -1.4% | +28.6% | +31.4% |
| 3Y | +250.5% | +18.7% | +231.7% | +173.6% |
| All | +120.2% | +3.7% | +116.5% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling