+51.1%
NEM vs VMC
+3.7%
+47.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.6% | +5.3% | +7.6% |
| 7D | +3.7% | +12.3% | -8.7% | -2.0% |
| 30D | +2.0% | +21.2% | -19.2% | -7.2% |
| 3M | +21.1% | +4.6% | +16.5% | +18.3% |
| 6M | +9.5% | +3.9% | +5.6% | +6.7% |
| YTD | +19.1% | +5.0% | +14.1% | +15.0% |
| 1Y | +51.1% | +2.6% | +48.5% | +47.4% |
| All | +51.1% | +3.7% | +47.4% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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