+302.3%
NEM vs VO
+200.3%
+102.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -1.0% | -1.5% | +0.5% | -0.2% |
| 30D | +7.8% | -3.0% | +10.9% | +9.5% |
| 3M | +30.2% | +2.8% | +27.4% | +28.6% |
| 6M | +9.6% | +10.9% | -1.3% | +4.7% |
| YTD | +27.8% | +12.5% | +15.4% | +21.7% |
| 1Y | +60.7% | +12.0% | +48.7% | +53.3% |
| 3Y | +245.3% | +56.3% | +189.0% | +186.1% |
| 5Y | +155.3% | +42.9% | +112.4% | +115.6% |
| All | +302.3% | +200.3% | +102.1% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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