+62.3%
NEM vs VMC
-13.8%
+76.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -3.3% | -3.7% | +0.4% | -1.8% |
| 30D | +7.8% | -12.8% | +20.6% | +14.2% |
| 3M | +36.3% | -7.9% | +44.2% | +40.5% |
| 6M | +6.6% | -7.5% | +14.1% | +9.9% |
| YTD | +27.1% | -11.6% | +38.8% | +35.0% |
| 1Y | +62.3% | -14.3% | +76.6% | +70.5% |
| All | +62.3% | -13.8% | +76.1% | +70.5% |
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