+301.4%
NEM vs VIVK
-100.0%
+401.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.6% | +1.3% |
| 7D | +3.1% | -7.9% | +10.9% | +3.1% |
| 30D | +10.0% | -42.0% | +52.0% | +10.0% |
| 3M | +30.9% | -92.5% | +123.4% | +30.9% |
| 6M | +10.5% | -98.0% | +108.5% | +10.6% |
| YTD | +29.7% | -97.9% | +127.6% | +29.8% |
| 1Y | +71.1% | -100.0% | +171.1% | +71.4% |
| 3Y | +252.1% | -100.0% | +352.1% | +252.5% |
| 5Y | +157.7% | -100.0% | +257.7% | +158.0% |
| 10Y | +319.4% | -100.0% | +419.4% | +320.3% |
| All | +301.4% | -100.0% | +401.4% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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