+300.2%
NEM vs VMC
+154.4%
+145.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -3.3% | -3.7% | +0.4% | -2.7% |
| 30D | +7.8% | -12.8% | +20.6% | +10.2% |
| 3M | +36.3% | -7.9% | +44.2% | +38.0% |
| 6M | +6.6% | -7.5% | +14.1% | +7.9% |
| YTD | +27.1% | -11.6% | +38.8% | +29.6% |
| 1Y | +62.3% | -14.3% | +76.6% | +65.9% |
| 3Y | +245.1% | +18.5% | +226.6% | +237.3% |
| 5Y | +154.0% | +46.8% | +107.2% | +140.6% |
| All | +300.2% | +154.4% | +145.8% | +237.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling