+302.3%
NEM vs VIG
+250.0%
+52.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -1.0% | -1.1% | +0.1% | -0.4% |
| 30D | +7.8% | -2.7% | +10.6% | +9.5% |
| 3M | +30.2% | +2.5% | +27.7% | +28.6% |
| 6M | +9.6% | +9.2% | +0.4% | +5.0% |
| YTD | +27.8% | +9.8% | +18.0% | +22.3% |
| 1Y | +60.7% | +12.4% | +48.3% | +52.2% |
| 3Y | +245.3% | +55.9% | +189.4% | +181.5% |
| 5Y | +155.3% | +63.9% | +91.4% | +102.3% |
| All | +302.3% | +250.0% | +52.3% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling