+51.1%
NEM vs VUG
+4.9%
+46.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.5% | +8.4% | +8.1% |
| 7D | +3.7% | -3.0% | +6.7% | +7.4% |
| 30D | +2.0% | -6.4% | +8.4% | +9.8% |
| 3M | +21.1% | -3.2% | +24.3% | +25.5% |
| 6M | +9.5% | +3.1% | +6.4% | +6.6% |
| YTD | +19.1% | +6.3% | +12.8% | +13.4% |
| 1Y | +51.1% | +5.2% | +45.9% | +47.1% |
| All | +51.1% | +4.9% | +46.2% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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