+60.7%
NEM vs VGT
+35.2%
+25.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.4% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | +7.8% | -0.4% | +8.3% | +8.2% |
| 3M | +30.2% | +4.4% | +25.8% | +24.9% |
| 6M | +9.6% | +32.1% | -22.5% | -12.8% |
| YTD | +27.8% | +28.8% | -1.0% | +3.6% |
| 1Y | +60.7% | +35.3% | +25.4% | +21.1% |
| All | +60.7% | +35.2% | +25.5% | +21.1% |
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