+231.6%
NEM vs VT
+345.0%
-113.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.4% | +3.9% |
| 7D | +7.1% | -4.2% | +11.2% | +9.9% |
| 30D | +2.9% | -5.8% | +8.7% | +6.8% |
| 3M | +15.0% | -5.2% | +20.3% | +19.2% |
| 6M | +10.3% | +0.1% | +10.2% | +11.0% |
| YTD | +20.7% | +8.2% | +12.4% | +16.5% |
| 1Y | +48.0% | +10.1% | +37.9% | +41.7% |
| 3Y | +225.0% | +69.7% | +155.4% | +142.3% |
| 5Y | +143.7% | +53.4% | +90.4% | +90.3% |
| 10Y | +305.3% | +219.2% | +86.0% | +96.7% |
| All | +231.6% | +345.0% | -113.4% | -5.1% |
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