+72.7%
NEM vs VIAV
+200.0%
-127.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.7% | -5.5% | -2.4% |
| 7D | +0.3% | -4.6% | +4.9% | +1.0% |
| 30D | +23.1% | -10.4% | +33.5% | +24.6% |
| 3M | +18.5% | -34.5% | +53.0% | +25.5% |
| 6M | +7.8% | +7.0% | +0.8% | +5.7% |
| YTD | +29.1% | +95.6% | -66.5% | +13.8% |
| 1Y | +72.7% | +197.2% | -124.5% | +35.2% |
| All | +72.7% | +200.0% | -127.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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