+119.2%
NEM vs VST
+642.1%
-522.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.0% |
| 7D | -5.9% | +19.2% | -25.1% | -8.5% |
| 30D | -2.6% | -17.2% | +14.6% | -0.1% |
| 3M | -4.2% | -8.1% | +3.9% | -3.7% |
| 6M | -5.5% | -8.1% | +2.7% | -5.1% |
| YTD | +13.5% | -16.3% | +29.8% | +15.1% |
| 1Y | +22.2% | -24.1% | +46.3% | +25.4% |
| 3Y | +249.0% | +300.2% | -51.3% | +172.4% |
| All | +119.2% | +642.1% | -522.9% | +71.3% |
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