+7.8%
NEM vs VSH
+75.8%
-68.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.7% |
| 7D | +0.3% | +4.1% | -3.8% | -0.5% |
| 30D | +23.1% | -4.2% | +27.2% | +23.8% |
| 3M | +18.5% | -50.0% | +68.5% | +37.6% |
| 6M | +7.8% | +80.2% | -72.4% | -19.5% |
| All | +7.8% | +75.8% | -68.0% | -19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling