+72.7%
NEM vs VTR
+36.9%
+35.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.9% |
| 7D | +0.3% | -1.7% | +2.0% | +0.2% |
| 30D | +23.1% | -2.4% | +25.5% | +23.0% |
| 3M | +18.5% | +14.8% | +3.7% | +17.2% |
| 6M | +7.8% | +5.3% | +2.4% | +9.1% |
| YTD | +29.1% | +18.1% | +11.0% | +32.0% |
| 1Y | +72.7% | +36.7% | +36.0% | +70.9% |
| All | +72.7% | +36.9% | +35.8% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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