+302.3%
NEM vs VSH
+196.4%
+105.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.1% | -5.6% | -0.4% |
| 7D | -1.0% | +4.8% | -5.8% | -1.7% |
| 30D | +7.8% | -0.7% | +8.5% | +7.8% |
| 3M | +30.2% | -43.1% | +73.3% | +39.5% |
| 6M | +9.6% | +91.8% | -82.2% | -1.2% |
| YTD | +27.8% | +131.6% | -103.8% | +12.2% |
| 1Y | +60.7% | +118.1% | -57.4% | +41.8% |
| 3Y | +245.3% | +40.9% | +204.4% | +215.7% |
| 5Y | +155.3% | +75.8% | +79.6% | +125.4% |
| All | +302.3% | +196.4% | +105.9% | +197.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling