+908.7%
NEM vs VTEB
+25.5%
+883.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.2% |
| 7D | -1.0% | -0.9% | -0.1% | -0.1% |
| 30D | +7.8% | -2.5% | +10.3% | +10.7% |
| 3M | +30.2% | -3.0% | +33.2% | +34.3% |
| 6M | +9.6% | -2.1% | +11.7% | +12.3% |
| YTD | +27.8% | -1.5% | +29.3% | +30.2% |
| 1Y | +60.7% | +0.2% | +60.5% | +61.2% |
| 3Y | +245.3% | +8.6% | +236.7% | +221.4% |
| 5Y | +155.3% | +1.2% | +154.1% | +149.3% |
| 10Y | +313.2% | +18.1% | +295.1% | +236.4% |
| All | +908.7% | +25.5% | +883.2% | +729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling