+325.4%
NEM vs VNQ
+382.8%
-57.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -3.3% | -2.6% | -0.7% | -2.5% |
| 30D | +7.8% | -2.3% | +10.2% | +8.6% |
| 3M | +36.3% | -2.8% | +39.0% | +37.3% |
| 6M | +6.6% | +2.5% | +4.1% | +5.7% |
| YTD | +27.1% | +8.4% | +18.7% | +24.0% |
| 1Y | +62.3% | +6.8% | +55.6% | +59.0% |
| 3Y | +245.1% | +29.9% | +215.1% | +219.4% |
| 5Y | +154.0% | +7.2% | +146.8% | +146.9% |
| 10Y | +311.0% | +62.5% | +248.5% | +248.1% |
| All | +325.4% | +382.8% | -57.4% | +149.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling