+363.5%
NEM vs VGT
+2,276.4%
-1,912.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +3.1% | +1.5% | +1.6% | +2.5% |
| 30D | +10.0% | +0.5% | +9.5% | +9.7% |
| 3M | +30.9% | +5.3% | +25.6% | +28.2% |
| 6M | +10.5% | +32.4% | -21.9% | -0.9% |
| YTD | +29.7% | +28.6% | +1.1% | +17.8% |
| 1Y | +71.1% | +37.6% | +33.5% | +51.4% |
| 3Y | +252.1% | +125.5% | +126.6% | +152.0% |
| 5Y | +157.7% | +135.2% | +22.5% | +75.9% |
| 10Y | +319.4% | +812.9% | -493.5% | +42.0% |
| All | +363.5% | +2,276.4% | -1,912.9% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling