+72.7%
NEM vs VTV
+27.0%
+45.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.3% |
| 7D | +0.3% | +0.5% | -0.2% | -0.6% |
| 30D | +23.1% | +1.1% | +22.0% | +20.8% |
| 3M | +18.5% | +5.9% | +12.6% | +7.1% |
| 6M | +7.8% | +11.6% | -3.9% | -10.4% |
| YTD | +29.1% | +19.8% | +9.3% | +0.3% |
| 1Y | +72.7% | +26.2% | +46.4% | +26.9% |
| All | +72.7% | +27.0% | +45.7% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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