+245.3%
NEM vs VNQ
+30.7%
+214.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -1.0% | -1.3% | +0.3% | -0.1% |
| 30D | +7.8% | -2.6% | +10.4% | +9.9% |
| 3M | +30.2% | -2.0% | +32.2% | +31.5% |
| 6M | +9.6% | +4.3% | +5.3% | +5.8% |
| YTD | +27.8% | +9.2% | +18.6% | +19.2% |
| 1Y | +60.7% | +5.6% | +55.1% | +53.4% |
| 3Y | +245.3% | +30.8% | +214.4% | +176.5% |
| All | +245.3% | +30.7% | +214.6% | +176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling