+155.1%
NEM vs VTR
+87.5%
+67.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | +7.8% | +1.1% | +6.7% | +7.5% |
| 3M | +30.2% | +7.9% | +22.3% | +26.4% |
| 6M | +9.6% | +6.2% | +3.4% | +6.8% |
| YTD | +27.8% | +17.7% | +10.1% | +20.1% |
| 1Y | +60.7% | +32.9% | +27.8% | +44.3% |
| 3Y | +245.3% | +129.7% | +115.6% | +156.4% |
| All | +155.1% | +87.5% | +67.6% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling