+302.3%
NEM vs VGT
+820.0%
-517.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | +7.8% | -0.4% | +8.3% | +8.0% |
| 3M | +30.2% | +4.4% | +25.8% | +28.5% |
| 6M | +9.6% | +32.1% | -22.5% | +1.7% |
| YTD | +27.8% | +28.8% | -1.0% | +19.5% |
| 1Y | +60.7% | +35.3% | +25.4% | +48.4% |
| 3Y | +245.3% | +124.8% | +120.5% | +179.0% |
| 5Y | +155.3% | +137.9% | +17.4% | +99.0% |
| All | +302.3% | +820.0% | -517.7% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling