+334.3%
NEM vs VEU
+190.9%
+143.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +3.9% | +1.7% | +2.2% | +2.8% |
| 30D | +12.7% | +1.0% | +11.7% | +12.1% |
| 3M | +28.7% | +5.6% | +23.0% | +24.7% |
| 6M | +9.8% | +13.7% | -3.9% | +2.2% |
| YTD | +28.1% | +17.7% | +10.4% | +17.1% |
| 1Y | +69.3% | +25.8% | +43.6% | +49.0% |
| 3Y | +247.7% | +77.1% | +170.6% | +149.2% |
| 5Y | +153.4% | +57.1% | +96.2% | +93.5% |
| 10Y | +291.3% | +149.8% | +141.5% | +118.4% |
| All | +334.3% | +190.9% | +143.3% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling