+72.7%
NEM vs VNQ
+9.6%
+63.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | +0.3% | -1.3% | +1.5% | +1.0% |
| 30D | +23.1% | -2.9% | +26.0% | +25.0% |
| 3M | +18.5% | +0.8% | +17.7% | +16.7% |
| 6M | +7.8% | +2.5% | +5.3% | +4.1% |
| YTD | +29.1% | +10.6% | +18.5% | +20.2% |
| 1Y | +72.7% | +9.1% | +63.6% | +59.1% |
| All | +72.7% | +9.6% | +63.1% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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