+361.3%
NEM vs VUG
+1,251.8%
-890.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | +0.3% | -0.1% | +0.4% | +0.4% |
| 30D | +23.1% | -0.3% | +23.4% | +23.3% |
| 3M | +18.5% | -0.7% | +19.2% | +19.2% |
| 6M | +7.8% | +14.6% | -6.8% | +1.0% |
| YTD | +29.1% | +9.0% | +20.1% | +24.2% |
| 1Y | +72.7% | +14.9% | +57.8% | +61.8% |
| 3Y | +248.7% | +86.0% | +162.7% | +151.3% |
| 5Y | +148.7% | +76.7% | +72.0% | +78.1% |
| 10Y | +304.8% | +411.3% | -106.5% | +41.3% |
| All | +361.3% | +1,251.8% | -890.5% | -30.0% |
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