+72.7%
NEM vs VTEB
+3.1%
+69.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -2.0% |
| 7D | +0.3% | -0.8% | +1.1% | +3.8% |
| 30D | +23.1% | -1.3% | +24.4% | +30.6% |
| 3M | +18.5% | -2.1% | +20.6% | +31.0% |
| 6M | +7.8% | -1.7% | +9.5% | +15.4% |
| YTD | +29.1% | -0.6% | +29.7% | +38.5% |
| 1Y | +72.7% | +3.1% | +69.6% | +78.7% |
| All | +72.7% | +3.1% | +69.5% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling