+302.3%
NEM vs VEA
+165.0%
+137.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | -0.2% |
| 7D | -1.0% | -1.5% | +0.5% | 0.0% |
| 30D | +7.8% | -0.8% | +8.7% | +8.6% |
| 3M | +30.2% | +2.5% | +27.7% | +28.5% |
| 6M | +9.6% | +11.1% | -1.5% | +3.2% |
| YTD | +27.8% | +17.2% | +10.6% | +16.9% |
| 1Y | +60.7% | +24.5% | +36.2% | +42.0% |
| 3Y | +245.3% | +75.4% | +169.9% | +151.7% |
| 5Y | +155.3% | +61.1% | +94.2% | +90.9% |
| All | +302.3% | +165.0% | +137.3% | +102.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling