+476.9%
NEM vs VMC
+3,246.6%
-2,769.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | +0.3% | -4.3% | +4.6% | +1.0% |
| 30D | +23.1% | -8.2% | +31.3% | +24.7% |
| 3M | +18.5% | -7.0% | +25.5% | +19.8% |
| 6M | +7.8% | -10.8% | +18.5% | +9.6% |
| YTD | +29.1% | -7.4% | +36.5% | +30.6% |
| 1Y | +72.7% | -9.5% | +82.2% | +75.0% |
| 3Y | +248.7% | +20.5% | +228.3% | +237.2% |
| 5Y | +148.7% | +51.6% | +97.1% | +130.2% |
| 10Y | +304.8% | +150.0% | +154.7% | +235.1% |
| All | +476.9% | +3,246.6% | -2,769.7% | +311.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling