+131.0%
NEM vs VST
+641.9%
-510.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -3.0% | -1.5% |
| 7D | +0.3% | +10.9% | -10.6% | -1.4% |
| 30D | +1.1% | -15.6% | +16.7% | +3.3% |
| 3M | +1.3% | -7.8% | +9.0% | +1.7% |
| 6M | -1.4% | -12.0% | +10.6% | -0.3% |
| YTD | +19.4% | -16.9% | +36.3% | +21.3% |
| 1Y | +32.9% | -25.1% | +58.0% | +36.7% |
| 3Y | +267.0% | +297.1% | -30.0% | +186.9% |
| 5Y | +131.0% | +641.9% | -510.9% | +79.8% |
| All | +131.0% | +641.9% | -510.9% | +79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling