+254.8%
NEM vs VT
+374.2%
-119.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.3% | +0.4% | -0.2% | +0.1% |
| 30D | +23.1% | +1.0% | +22.1% | +22.5% |
| 3M | +18.5% | +2.4% | +16.1% | +17.3% |
| 6M | +7.8% | +12.0% | -4.2% | +1.5% |
| YTD | +29.1% | +15.3% | +13.8% | +19.8% |
| 1Y | +72.7% | +22.6% | +50.1% | +54.8% |
| 3Y | +248.7% | +74.7% | +174.1% | +154.7% |
| 5Y | +148.7% | +66.1% | +82.5% | +84.6% |
| 10Y | +304.8% | +225.0% | +79.8% | +94.6% |
| All | +254.8% | +374.2% | -119.4% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling