+344.1%
NEM vs VUG
+398.3%
-54.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.8% |
| 7D | -6.4% | +2.5% | -8.9% | -7.2% |
| 30D | +1.4% | -6.3% | +7.7% | +3.7% |
| 3M | -0.7% | -6.0% | +5.3% | +1.5% |
| 6M | -4.5% | -3.5% | -0.9% | -3.1% |
| YTD | +14.0% | +3.9% | +10.1% | +13.0% |
| 1Y | +27.3% | +5.1% | +22.2% | +25.8% |
| 3Y | +250.5% | +77.9% | +172.6% | +194.3% |
| 5Y | +121.1% | +62.4% | +58.7% | +86.4% |
| All | +344.1% | +398.3% | -54.2% | +148.2% |
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