+120.1%
NEM vs VMC
+46.0%
+74.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.5% |
| 7D | -5.9% | -1.7% | -4.2% | -5.4% |
| 30D | -2.6% | +15.3% | -17.8% | -6.0% |
| 3M | -4.2% | +0.3% | -4.5% | -4.4% |
| 6M | -5.5% | +0.9% | -6.4% | -5.9% |
| YTD | +13.5% | -1.0% | +14.6% | +13.6% |
| 1Y | +22.2% | -4.3% | +26.5% | +23.0% |
| 3Y | +249.0% | +35.3% | +213.6% | +227.7% |
| 5Y | +120.1% | +44.4% | +75.7% | +95.7% |
| All | +120.1% | +46.0% | +74.0% | +95.7% |
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