+307.5%
NEM vs VUG
+1,188.6%
-881.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.4% | +0.9% |
| 7D | -6.4% | +2.5% | -8.9% | -7.6% |
| 30D | +1.4% | -6.3% | +7.7% | +4.8% |
| 3M | -0.7% | -6.0% | +5.3% | +2.5% |
| 6M | -4.5% | -3.5% | -0.9% | -2.5% |
| YTD | +14.0% | +3.9% | +10.1% | +12.3% |
| 1Y | +27.3% | +5.1% | +22.2% | +24.7% |
| 3Y | +250.5% | +77.9% | +172.6% | +158.6% |
| 5Y | +121.1% | +62.4% | +58.7% | +65.9% |
| 10Y | +358.3% | +399.4% | -41.1% | +60.9% |
| All | +307.5% | +1,188.6% | -881.1% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling