+243.5%
NEM vs VGT
+121.2%
+122.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -3.3% | -1.0% | -2.3% | -2.8% |
| 30D | +7.8% | -0.4% | +8.3% | +8.0% |
| 3M | +36.3% | +6.6% | +29.6% | +32.2% |
| 6M | +6.6% | +31.0% | -24.5% | -4.1% |
| YTD | +27.1% | +27.2% | -0.1% | +15.6% |
| 1Y | +62.3% | +34.5% | +27.9% | +45.3% |
| All | +243.5% | +121.2% | +122.2% | +157.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling