+47.9%
NEM vs VG
+48.6%
-0.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +13.4% | -22.0% | +35.5% | +11.0% |
| 30D | +6.5% | -11.6% | +18.1% | +5.5% |
| 3M | +14.9% | -14.9% | +29.8% | +13.7% |
| 6M | +5.5% | -3.5% | +9.0% | +5.8% |
| YTD | +21.9% | +70.0% | -48.1% | +9.0% |
| 1Y | +47.9% | +50.0% | -2.1% | +35.3% |
| All | +47.9% | +48.6% | -0.8% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1y: compounded portfolio wealth divided by compounded VG 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…
1y analysis · Full analysis span regression · 6 months rolling