+327.6%
NEM vs VNQ
+386.3%
-58.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | +7.8% | -2.6% | +10.4% | +8.7% |
| 3M | +30.2% | -2.0% | +32.2% | +30.9% |
| 6M | +9.6% | +4.3% | +5.3% | +8.2% |
| YTD | +27.8% | +9.2% | +18.6% | +24.4% |
| 1Y | +60.7% | +5.6% | +55.1% | +57.9% |
| 3Y | +245.3% | +30.8% | +214.4% | +218.9% |
| 5Y | +155.3% | +8.0% | +147.4% | +147.6% |
| 10Y | +313.2% | +63.7% | +249.5% | +249.2% |
| All | +327.6% | +386.3% | -58.6% | +150.7% |
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