+72.7%
NEM vs VSH
+118.1%
-45.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.7% |
| 7D | +0.3% | +4.1% | -3.8% | -0.6% |
| 30D | +23.1% | -4.2% | +27.2% | +23.8% |
| 3M | +18.5% | -50.0% | +68.5% | +36.7% |
| 6M | +7.8% | +80.2% | -72.4% | -11.8% |
| YTD | +29.1% | +121.1% | -92.0% | -1.2% |
| 1Y | +72.7% | +112.0% | -39.3% | +34.3% |
| All | +72.7% | +118.1% | -45.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling