+202.8%
NEM vs VCLT
+98.6%
+104.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.7% |
| 7D | -6.4% | -2.3% | -4.2% | -5.2% |
| 30D | +1.4% | +0.8% | +0.7% | +1.1% |
| 3M | -0.7% | -2.7% | +2.0% | +0.9% |
| 6M | -4.5% | -4.3% | -0.2% | -2.0% |
| YTD | +14.0% | -4.3% | +18.4% | +17.1% |
| 1Y | +27.3% | -4.4% | +31.6% | +30.7% |
| 3Y | +250.5% | +13.8% | +236.7% | +229.6% |
| 5Y | +121.1% | -17.0% | +138.0% | +137.5% |
| 10Y | +358.3% | +20.9% | +337.4% | +317.7% |
| All | +202.8% | +98.6% | +104.2% | +176.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling