+361.3%
NEM vs VO
+827.2%
-465.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | +0.3% | -0.3% | +0.6% | +0.5% |
| 30D | +23.1% | -0.3% | +23.4% | +23.4% |
| 3M | +18.5% | +2.9% | +15.5% | +16.9% |
| 6M | +7.8% | +9.3% | -1.6% | +3.0% |
| YTD | +29.1% | +14.2% | +14.9% | +20.7% |
| 1Y | +72.7% | +15.3% | +57.4% | +60.7% |
| 3Y | +248.7% | +56.2% | +192.5% | +174.7% |
| 5Y | +148.7% | +42.4% | +106.2% | +102.1% |
| 10Y | +304.8% | +194.7% | +110.0% | +106.4% |
| All | +361.3% | +827.2% | -465.9% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling