+302.3%
NEM vs VTV
+234.5%
+67.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -1.0% | -1.1% | +0.1% | -0.4% |
| 30D | +7.8% | -1.0% | +8.9% | +8.4% |
| 3M | +30.2% | +4.6% | +25.6% | +27.4% |
| 6M | +9.6% | +13.5% | -3.9% | +3.4% |
| YTD | +27.8% | +18.5% | +9.3% | +18.4% |
| 1Y | +60.7% | +22.9% | +37.8% | +46.5% |
| 3Y | +245.3% | +67.8% | +177.4% | +176.7% |
| 5Y | +155.3% | +81.8% | +73.5% | +98.5% |
| All | +302.3% | +234.5% | +67.8% | +146.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling