+250.5%
NEM vs VUG
+85.5%
+165.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +3.1% | +0.1% | +3.0% | +3.0% |
| 30D | +10.0% | -1.7% | +11.7% | +11.0% |
| 3M | +30.9% | +2.8% | +28.1% | +29.3% |
| 6M | +10.5% | +13.6% | -3.1% | +5.0% |
| YTD | +29.7% | +8.1% | +21.7% | +25.5% |
| 1Y | +71.1% | +13.1% | +58.1% | +63.1% |
| All | +250.5% | +85.5% | +165.0% | +175.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling