+342.9%
NEM vs VST
+866.2%
-523.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.2% | +7.5% | +2.2% |
| 7D | +7.1% | -19.9% | +27.0% | +9.9% |
| 30D | +2.9% | -29.7% | +32.5% | +7.3% |
| 3M | +15.0% | -19.6% | +34.6% | +17.6% |
| 6M | +10.3% | -29.4% | +39.7% | +14.7% |
| YTD | +20.7% | -29.7% | +50.4% | +25.1% |
| 1Y | +48.0% | -40.0% | +88.1% | +56.1% |
| 3Y | +225.0% | +231.0% | -5.9% | +174.4% |
| 5Y | +143.7% | +500.1% | -356.3% | +92.6% |
| 10Y | +305.3% | +1,004.2% | -698.9% | +227.9% |
| All | +342.9% | +866.2% | -523.3% | +266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling