+136.6%
NEM vs VT
+57.5%
+79.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.8% |
| 7D | +11.6% | -0.1% | +11.8% | +11.7% |
| 30D | +1.8% | -3.1% | +4.9% | +4.5% |
| 3M | +2.5% | -3.5% | +6.0% | +5.8% |
| 6M | +3.4% | +0.5% | +3.0% | +3.9% |
| YTD | +20.9% | +10.8% | +10.1% | +13.9% |
| 1Y | +37.2% | +11.9% | +25.3% | +28.6% |
| 3Y | +271.6% | +73.0% | +198.7% | +167.3% |
| 5Y | +136.6% | +58.6% | +78.0% | +59.4% |
| All | +136.6% | +57.5% | +79.1% | +59.4% |
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