+120.1%
NEM vs VO
+37.2%
+82.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.3% |
| 7D | -5.9% | +2.9% | -8.8% | -7.7% |
| 30D | -2.6% | +1.0% | -3.6% | -3.2% |
| 3M | -4.2% | -1.7% | -2.5% | -3.0% |
| 6M | -5.5% | +6.7% | -12.2% | -8.9% |
| YTD | +13.5% | +14.0% | -0.4% | +5.8% |
| 1Y | +22.2% | +13.7% | +8.5% | +14.1% |
| 3Y | +249.0% | +65.8% | +183.1% | +171.7% |
| 5Y | +120.1% | +36.6% | +83.5% | +69.6% |
| All | +120.1% | +37.2% | +82.9% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling