+433.6%
NEM vs VSH
+1,531.5%
-1,097.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.0% | -2.0% |
| 7D | +0.3% | +12.8% | -12.5% | -0.9% |
| 30D | +1.1% | -9.0% | +10.1% | +1.5% |
| 3M | +1.3% | -12.2% | +13.5% | +1.8% |
| 6M | -1.4% | -15.9% | +14.5% | -1.2% |
| YTD | +19.4% | +103.2% | -83.8% | +11.4% |
| 1Y | +32.9% | +108.4% | -75.5% | +23.7% |
| 3Y | +267.0% | +41.6% | +225.5% | +246.9% |
| 5Y | +131.0% | +54.6% | +76.4% | +115.8% |
| 10Y | +379.9% | +138.2% | +241.7% | +327.1% |
| All | +433.6% | +1,531.5% | -1,097.9% | +359.1% |
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