+154.5%
NEM vs VSH
+66.1%
+88.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.6% |
| 7D | +3.9% | +6.2% | -2.4% | +2.8% |
| 30D | +12.7% | -11.1% | +23.8% | +14.7% |
| 3M | +28.7% | -44.9% | +73.6% | +39.9% |
| 6M | +9.8% | +90.0% | -80.2% | -2.1% |
| YTD | +28.1% | +118.8% | -90.7% | +11.7% |
| 1Y | +69.3% | +109.0% | -39.6% | +48.2% |
| 3Y | +247.7% | +35.6% | +212.0% | +220.3% |
| All | +154.5% | +66.1% | +88.4% | +125.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling