+189.0%
NEM vs VIG
+655.8%
-466.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -6.4% | +3.5% | -9.9% | -8.4% |
| 30D | +1.4% | +4.9% | -3.5% | -1.6% |
| 3M | -0.7% | +2.5% | -3.2% | -2.2% |
| 6M | -4.5% | +11.0% | -15.5% | -10.2% |
| YTD | +14.0% | +16.0% | -1.9% | +4.6% |
| 1Y | +27.3% | +17.5% | +9.7% | +15.9% |
| 3Y | +250.5% | +67.0% | +183.5% | +158.5% |
| 5Y | +121.1% | +64.8% | +56.3% | +62.9% |
| 10Y | +358.3% | +263.6% | +94.7% | +94.7% |
| All | +189.0% | +655.8% | -466.8% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling