+245.3%
NEM vs VTEB
+8.6%
+236.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | -0.1% |
| 7D | -1.0% | -0.9% | -0.1% | +0.5% |
| 30D | +7.8% | -2.5% | +10.3% | +12.4% |
| 3M | +30.2% | -3.0% | +33.2% | +36.9% |
| 6M | +9.6% | -2.1% | +11.7% | +14.0% |
| YTD | +27.8% | -1.5% | +29.3% | +32.1% |
| 1Y | +60.7% | +0.2% | +60.5% | +63.0% |
| 3Y | +245.3% | +8.6% | +236.7% | +202.0% |
| All | +245.3% | +8.6% | +236.7% | +202.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling