+250.5%
NEM vs VCLT
+14.4%
+236.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.8% |
| 7D | -6.4% | -2.3% | -4.2% | -4.5% |
| 30D | +1.4% | +0.8% | +0.7% | +1.0% |
| 3M | -0.7% | -2.7% | +2.0% | +1.7% |
| 6M | -4.5% | -4.3% | -0.2% | -0.7% |
| YTD | +14.0% | -4.3% | +18.4% | +18.5% |
| 1Y | +27.3% | -4.4% | +31.6% | +32.3% |
| 3Y | +250.5% | +13.8% | +236.7% | +211.2% |
| All | +250.5% | +14.4% | +236.1% | +211.2% |
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