+596.9%
NEM vs VRSN
+6,651.0%
-6,054.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +23.1% | -0.2% | +23.2% | +23.1% |
| 3M | +18.5% | -0.3% | +18.8% | +18.5% |
| 6M | +7.8% | +23.0% | -15.2% | +7.3% |
| YTD | +29.1% | +21.3% | +7.8% | +28.6% |
| 1Y | +72.7% | +6.7% | +65.9% | +72.3% |
| 3Y | +248.7% | +45.0% | +203.8% | +245.9% |
| 5Y | +148.7% | +35.0% | +113.6% | +146.7% |
| 10Y | +304.8% | +276.3% | +28.4% | +299.9% |
| All | +596.9% | +6,651.0% | -6,054.1% | +868.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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