+60.7%
NEM vs VEA
+25.5%
+35.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | -1.2% |
| 7D | -1.0% | -1.5% | +0.5% | +1.4% |
| 30D | +7.8% | -0.8% | +8.7% | +9.5% |
| 3M | +30.2% | +2.5% | +27.7% | +25.6% |
| 6M | +9.6% | +11.1% | -1.5% | -5.4% |
| YTD | +27.8% | +17.2% | +10.6% | +0.4% |
| 1Y | +60.7% | +24.5% | +36.2% | +12.8% |
| All | +60.7% | +25.5% | +35.2% | +12.8% |
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