+253.0%
NEM vs VST
+372.0%
-118.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.4% |
| 7D | +0.3% | +8.9% | -8.6% | -1.2% |
| 30D | +23.1% | +6.2% | +16.9% | +21.8% |
| 3M | +18.5% | -2.7% | +21.2% | +18.9% |
| 6M | +7.8% | -8.4% | +16.1% | +8.9% |
| YTD | +29.1% | -7.2% | +36.3% | +29.8% |
| 1Y | +72.7% | -20.9% | +93.6% | +76.6% |
| All | +253.0% | +372.0% | -118.9% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling