+242.8%
NEM vs VCIT
+98.3%
+144.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | -0.3% | +0.6% | +0.8% |
| 30D | +23.1% | -0.8% | +23.8% | +24.3% |
| 3M | +18.5% | -1.0% | +19.5% | +20.2% |
| 6M | +7.8% | -1.8% | +9.6% | +10.8% |
| YTD | +29.1% | -0.7% | +29.8% | +30.9% |
| 1Y | +72.7% | +1.0% | +71.7% | +71.5% |
| 3Y | +248.7% | +18.8% | +229.9% | +185.5% |
| 5Y | +148.7% | +3.5% | +145.2% | +135.8% |
| 10Y | +304.8% | +29.2% | +275.5% | +206.0% |
| All | +242.8% | +98.3% | +144.5% | +163.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling