+302.3%
NEM vs VUG
+424.8%
-122.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -1.0% | -0.5% | -0.5% | -0.8% |
| 30D | +7.8% | -1.0% | +8.8% | +8.2% |
| 3M | +30.2% | +3.5% | +26.7% | +28.8% |
| 6M | +9.6% | +14.2% | -4.6% | +5.4% |
| YTD | +27.8% | +8.5% | +19.3% | +24.8% |
| 1Y | +60.7% | +12.9% | +47.8% | +55.1% |
| 3Y | +245.3% | +85.6% | +159.7% | +184.9% |
| 5Y | +155.3% | +78.1% | +77.2% | +108.2% |
| All | +302.3% | +424.8% | -122.4% | +117.3% |
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