+324.0%
NEM vs VT
+215.5%
+108.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +13.4% | -2.3% | +15.7% | +15.0% |
| 30D | +6.5% | -5.0% | +11.4% | +9.8% |
| 3M | +14.9% | -4.9% | +19.8% | +18.7% |
| 6M | +5.5% | -1.5% | +7.1% | +7.2% |
| YTD | +21.9% | +8.5% | +13.4% | +18.1% |
| 1Y | +47.9% | +11.4% | +36.5% | +41.5% |
| 3Y | +238.2% | +70.1% | +168.1% | +163.8% |
| 5Y | +146.2% | +53.7% | +92.5% | +97.5% |
| All | +324.0% | +215.5% | +108.5% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling