+342.6%
NEM vs VST
+1,174.0%
-831.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.1% | -3.9% |
| 7D | +11.6% | -6.0% | +17.6% | +12.1% |
| 30D | +1.8% | -18.8% | +20.6% | +4.3% |
| 3M | +2.5% | -8.0% | +10.5% | +3.0% |
| 6M | +3.4% | -10.9% | +14.3% | +4.3% |
| YTD | +20.9% | -18.3% | +39.2% | +22.9% |
| 1Y | +37.2% | -29.9% | +67.1% | +41.7% |
| 3Y | +271.6% | +290.3% | -18.7% | +206.3% |
| 5Y | +136.6% | +635.3% | -498.7% | +81.8% |
| 10Y | +342.6% | +1,162.4% | -819.7% | +274.6% |
| All | +342.6% | +1,174.0% | -831.4% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling