+51.1%
NEM vs VGT
+18.8%
+32.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.7% | +9.7% |
| 7D | +3.7% | -6.5% | +10.2% | +9.6% |
| 30D | +2.0% | -10.6% | +12.5% | +11.8% |
| 3M | +21.1% | -3.7% | +24.8% | +24.5% |
| 6M | +9.5% | +10.4% | -0.8% | -1.3% |
| YTD | +19.1% | +23.1% | -4.0% | -2.2% |
| 1Y | +51.1% | +19.9% | +31.2% | +28.4% |
| All | +51.1% | +18.8% | +32.3% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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