+250.5%
NEM vs VCLT
+12.6%
+237.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +3.1% | 0.0% | +3.0% | +3.0% |
| 30D | +10.0% | +0.1% | +9.9% | +9.9% |
| 3M | +30.9% | -2.9% | +33.8% | +33.7% |
| 6M | +10.5% | -4.0% | +14.5% | +13.8% |
| YTD | +29.7% | -2.2% | +32.0% | +32.1% |
| 1Y | +71.1% | -2.6% | +73.7% | +74.6% |
| All | +250.5% | +12.6% | +237.9% | +224.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling