+249.0%
NEM vs VFC
+45.3%
+203.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -2.0% | -4.6% |
| 7D | -5.9% | -1.4% | -4.5% | -5.8% |
| 30D | -2.6% | +24.6% | -27.2% | -4.5% |
| 3M | -4.2% | +38.4% | -42.7% | -7.2% |
| 6M | -5.5% | +15.3% | -20.8% | -7.1% |
| YTD | +13.5% | +12.7% | +0.8% | +11.7% |
| 1Y | +22.2% | +32.7% | -10.5% | +18.7% |
| All | +249.0% | +45.3% | +203.7% | +215.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling