+154.0%
NEM vs VEU
+53.0%
+100.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -0.7% |
| 7D | -3.3% | -1.9% | -1.4% | -1.4% |
| 30D | +7.8% | -0.7% | +8.6% | +8.8% |
| 3M | +36.3% | +4.9% | +31.4% | +30.8% |
| 6M | +6.6% | +9.8% | -3.3% | -1.0% |
| YTD | +27.1% | +15.3% | +11.8% | +14.1% |
| 1Y | +62.3% | +23.0% | +39.3% | +38.7% |
| 3Y | +245.1% | +73.5% | +171.6% | +128.6% |
| 5Y | +154.0% | +54.5% | +99.5% | +59.5% |
| All | +154.0% | +53.0% | +100.9% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling