+409.6%
NEM vs VSH
+1,390.4%
-980.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.7% | +0.8% |
| 7D | -6.4% | +14.3% | -20.8% | -7.5% |
| 30D | +1.4% | -7.9% | +9.3% | +1.7% |
| 3M | -0.7% | -19.9% | +19.1% | +0.6% |
| 6M | -4.5% | -30.5% | +26.1% | -2.7% |
| YTD | +14.0% | +85.7% | -71.6% | +7.2% |
| 1Y | +27.3% | +98.9% | -71.7% | +19.0% |
| 3Y | +250.5% | +32.1% | +218.4% | +233.3% |
| 5Y | +121.1% | +39.7% | +81.4% | +108.2% |
| 10Y | +358.3% | +117.6% | +240.7% | +310.9% |
| All | +409.6% | +1,390.4% | -980.8% | +341.8% |
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