+302.3%
NEM vs VCLT
+17.1%
+285.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -1.0% | -1.4% | +0.4% | -0.2% |
| 30D | +7.8% | -1.2% | +9.0% | +8.6% |
| 3M | +30.2% | -4.8% | +35.0% | +34.1% |
| 6M | +9.6% | -2.6% | +12.2% | +11.6% |
| YTD | +27.8% | -3.3% | +31.2% | +30.7% |
| 1Y | +60.7% | -4.8% | +65.5% | +65.7% |
| 3Y | +245.3% | +11.5% | +233.8% | +224.3% |
| 5Y | +155.3% | -17.0% | +172.3% | +176.3% |
| All | +302.3% | +17.1% | +285.2% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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