+72.7%
NEM vs VEA
+29.8%
+42.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.5% |
| 7D | +0.3% | +1.0% | -0.7% | -1.2% |
| 30D | +23.1% | +1.9% | +21.1% | +19.5% |
| 3M | +18.5% | +3.2% | +15.3% | +13.3% |
| 6M | +7.8% | +10.2% | -2.5% | -5.1% |
| YTD | +29.1% | +18.9% | +10.2% | -0.4% |
| 1Y | +72.7% | +29.3% | +43.3% | +20.9% |
| All | +72.7% | +29.8% | +42.8% | +20.9% |
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