+342.1%
NEM vs VUG
+402.9%
-60.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -5.9% | +4.4% | -10.3% | -7.3% |
| 30D | -2.6% | -7.3% | +4.8% | 0.0% |
| 3M | -4.2% | -4.2% | 0.0% | -2.8% |
| 6M | -5.5% | -1.6% | -3.9% | -4.7% |
| YTD | +13.5% | +4.9% | +8.7% | +12.2% |
| 1Y | +22.2% | +3.8% | +18.4% | +21.1% |
| 3Y | +249.0% | +79.4% | +169.5% | +192.1% |
| 5Y | +120.1% | +63.9% | +56.2% | +85.0% |
| All | +342.1% | +402.9% | -60.7% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling