+51.1%
NEM vs VEA
+20.4%
+30.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.1% | +7.8% | +6.3% |
| 7D | +3.7% | +0.7% | +3.0% | +2.7% |
| 30D | +2.0% | -0.4% | +2.4% | +3.0% |
| 3M | +21.1% | -1.7% | +22.8% | +25.4% |
| 6M | +9.5% | +5.1% | +4.4% | +2.7% |
| YTD | +19.1% | +14.4% | +4.6% | -2.3% |
| 1Y | +51.1% | +20.5% | +30.6% | +11.0% |
| All | +51.1% | +20.4% | +30.7% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 1y: compounded portfolio wealth divided by compounded VEA 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…
1y analysis · Full analysis span regression · 6 months rolling