+443.8%
NEM vs VTR
+1,492.6%
-1,048.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | +3.9% | -2.4% | +6.2% | +4.1% |
| 30D | +12.7% | -3.7% | +16.5% | +13.2% |
| 3M | +28.7% | +13.5% | +15.1% | +26.7% |
| 6M | +9.8% | +7.2% | +2.6% | +8.7% |
| YTD | +28.1% | +17.6% | +10.5% | +25.5% |
| 1Y | +69.3% | +35.4% | +34.0% | +63.3% |
| 3Y | +247.7% | +132.8% | +114.8% | +216.3% |
| 5Y | +153.4% | +88.7% | +64.7% | +134.1% |
| 10Y | +291.3% | +87.6% | +203.6% | +249.3% |
| All | +443.8% | +1,492.6% | -1,048.9% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling