+344.1%
NEM vs VSH
+115.4%
+228.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +1.0% |
| 7D | -6.4% | +14.3% | -20.8% | -8.3% |
| 30D | +1.4% | -7.9% | +9.3% | +1.9% |
| 3M | -0.7% | -19.9% | +19.1% | +1.4% |
| 6M | -4.5% | -30.5% | +26.1% | -1.4% |
| YTD | +14.0% | +85.7% | -71.6% | +2.6% |
| 1Y | +27.3% | +98.9% | -71.7% | +13.4% |
| 3Y | +250.5% | +32.1% | +218.4% | +222.2% |
| 5Y | +121.1% | +39.7% | +81.4% | +100.4% |
| All | +344.1% | +115.4% | +228.7% | +289.5% |
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