+302.3%
NEM vs VEU
+155.0%
+147.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.2% |
| 7D | -1.0% | -1.4% | +0.4% | 0.0% |
| 30D | +7.8% | -0.4% | +8.3% | +8.3% |
| 3M | +30.2% | +2.5% | +27.7% | +28.4% |
| 6M | +9.6% | +11.1% | -1.5% | +3.1% |
| YTD | +27.8% | +16.5% | +11.3% | +17.3% |
| 1Y | +60.7% | +22.9% | +37.8% | +43.1% |
| 3Y | +245.3% | +73.4% | +171.9% | +153.2% |
| 5Y | +155.3% | +56.1% | +99.2% | +94.1% |
| All | +302.3% | +155.0% | +147.3% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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