+300.2%
NEM vs VFC
-70.4%
+370.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -3.3% | -3.3% | 0.0% | -3.0% |
| 30D | +7.8% | -14.0% | +21.9% | +9.5% |
| 3M | +36.3% | -22.6% | +58.8% | +39.4% |
| 6M | +6.6% | -24.7% | +31.3% | +9.1% |
| YTD | +27.1% | -29.0% | +56.1% | +30.9% |
| 1Y | +62.3% | -13.8% | +76.1% | +63.4% |
| 3Y | +245.1% | -28.2% | +273.3% | +238.5% |
| 5Y | +154.0% | -79.0% | +233.0% | +174.4% |
| All | +300.2% | -70.4% | +370.6% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling