+238.2%
NEM vs VST
+264.2%
-26.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.6% | -9.5% | -0.6% |
| 7D | +13.4% | -9.8% | +23.2% | +14.6% |
| 30D | +6.5% | -25.1% | +31.6% | +11.0% |
| 3M | +14.9% | -11.6% | +26.5% | +16.2% |
| 6M | +5.5% | -20.9% | +26.4% | +8.5% |
| YTD | +21.9% | -22.3% | +44.2% | +25.1% |
| 1Y | +47.9% | -32.0% | +79.9% | +54.2% |
| 3Y | +238.2% | +262.4% | -24.2% | +155.4% |
| All | +238.2% | +264.2% | -26.1% | +155.4% |
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