+363.7%
NEM vs VIAV
+3,306.1%
-2,942.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.2% | -11.9% | -1.4% |
| 7D | +3.9% | +11.3% | -7.5% | +3.2% |
| 30D | +12.7% | -1.0% | +13.7% | +12.6% |
| 3M | +28.7% | -20.5% | +49.2% | +29.7% |
| 6M | +9.8% | +39.0% | -29.2% | +7.3% |
| YTD | +28.1% | +117.5% | -89.3% | +22.2% |
| 1Y | +69.3% | +233.8% | -164.4% | +58.0% |
| 3Y | +247.7% | +295.4% | -47.7% | +220.1% |
| 5Y | +153.4% | +134.3% | +19.1% | +137.6% |
| 10Y | +291.3% | +398.7% | -107.4% | +252.6% |
| All | +363.7% | +3,306.1% | -2,942.5% | +232.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling