+346.2%
NEM vs VEA
+169.3%
+176.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +3.9% | +1.9% | +2.0% | +2.7% |
| 30D | +12.7% | +0.8% | +12.0% | +12.3% |
| 3M | +28.7% | +5.7% | +23.0% | +24.8% |
| 6M | +9.8% | +13.3% | -3.5% | +2.7% |
| YTD | +28.1% | +18.4% | +9.7% | +17.1% |
| 1Y | +69.3% | +27.0% | +42.4% | +48.9% |
| 3Y | +247.7% | +79.3% | +168.4% | +151.1% |
| 5Y | +153.4% | +62.1% | +91.2% | +91.9% |
| 10Y | +291.3% | +160.3% | +131.0% | +119.7% |
| All | +346.2% | +169.3% | +176.9% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling