+157.7%
NEM vs VMC
+48.3%
+109.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.5% | +2.1% |
| 7D | +3.1% | -5.3% | +8.4% | +4.4% |
| 30D | +10.0% | -12.3% | +22.3% | +13.5% |
| 3M | +30.9% | -10.3% | +41.2% | +34.2% |
| 6M | +10.5% | -8.6% | +19.1% | +12.9% |
| YTD | +29.7% | -11.9% | +41.6% | +33.5% |
| 1Y | +71.1% | -13.9% | +85.0% | +76.6% |
| 3Y | +252.1% | +18.2% | +233.9% | +242.5% |
| 5Y | +157.7% | +47.7% | +110.0% | +135.9% |
| All | +157.7% | +48.3% | +109.5% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling