+302.3%
NEM vs VNQ
+64.0%
+238.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -1.0% | -1.3% | +0.3% | -0.5% |
| 30D | +7.8% | -2.6% | +10.4% | +9.1% |
| 3M | +30.2% | -2.0% | +32.2% | +31.1% |
| 6M | +9.6% | +4.3% | +5.3% | +7.5% |
| YTD | +27.8% | +9.2% | +18.6% | +22.9% |
| 1Y | +60.7% | +5.6% | +55.1% | +56.7% |
| 3Y | +245.3% | +30.8% | +214.4% | +208.9% |
| 5Y | +155.3% | +8.0% | +147.4% | +141.3% |
| All | +302.3% | +64.0% | +238.3% | +233.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling