+146.9%
NEM vs VT
+53.4%
+93.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +13.4% | -2.3% | +15.7% | +15.5% |
| 30D | +6.5% | -5.0% | +11.4% | +11.1% |
| 3M | +14.9% | -4.9% | +19.8% | +20.0% |
| 6M | +5.5% | -1.5% | +7.1% | +7.8% |
| YTD | +21.9% | +8.5% | +13.4% | +16.8% |
| 1Y | +47.9% | +11.4% | +36.5% | +39.6% |
| 3Y | +238.2% | +70.1% | +168.1% | +147.4% |
| All | +146.9% | +53.4% | +93.5% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling