+174.2%
NEM vs VG
-44.1%
+218.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.7% | -9.7% | -4.8% |
| 7D | -5.9% | +15.1% | -21.0% | -5.6% |
| 30D | -2.6% | -4.2% | +1.6% | -2.5% |
| 3M | -4.2% | -3.1% | -1.1% | -4.1% |
| 6M | -5.5% | +0.3% | -5.8% | -5.3% |
| YTD | +13.5% | +95.5% | -81.9% | +7.4% |
| 1Y | +22.2% | +64.4% | -42.3% | +16.7% |
| All | +174.2% | -44.1% | +218.3% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling