+157.7%
NEM vs VFC
-78.7%
+236.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | +3.1% | -2.3% | +5.4% | +3.3% |
| 30D | +10.0% | -13.4% | +23.3% | +11.6% |
| 3M | +30.9% | -23.7% | +54.6% | +34.2% |
| 6M | +10.5% | -24.5% | +35.0% | +13.2% |
| YTD | +29.7% | -27.8% | +57.6% | +33.5% |
| 1Y | +71.1% | -13.5% | +84.6% | +72.4% |
| 3Y | +252.1% | -27.1% | +279.2% | +243.9% |
| 5Y | +157.7% | -79.0% | +236.7% | +159.1% |
| All | +157.7% | -78.7% | +236.4% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling