+476.9%
NEM vs VSH
+1,674.8%
-1,197.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.2% |
| 7D | +0.3% | +4.1% | -3.8% | 0.0% |
| 30D | +23.1% | -4.2% | +27.2% | +23.4% |
| 3M | +18.5% | -50.0% | +68.5% | +24.7% |
| 6M | +7.8% | +80.2% | -72.4% | +2.1% |
| YTD | +29.1% | +121.1% | -92.0% | +20.2% |
| 1Y | +72.7% | +112.0% | -39.3% | +61.1% |
| 3Y | +248.7% | +22.5% | +226.2% | +234.5% |
| 5Y | +148.7% | +64.0% | +84.6% | +132.2% |
| 10Y | +304.8% | +170.4% | +134.4% | +258.5% |
| All | +476.9% | +1,674.8% | -1,197.9% | +395.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling