+305.7%
NEM vs VUG
+1,200.5%
-894.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -5.9% | +4.4% | -10.3% | -7.9% |
| 30D | -2.6% | -7.3% | +4.8% | +1.3% |
| 3M | -4.2% | -4.2% | 0.0% | -2.1% |
| 6M | -5.5% | -1.6% | -3.9% | -4.5% |
| YTD | +13.5% | +4.9% | +8.7% | +11.3% |
| 1Y | +22.2% | +3.8% | +18.4% | +20.5% |
| 3Y | +249.0% | +79.4% | +169.5% | +156.3% |
| 5Y | +120.1% | +63.9% | +56.2% | +64.4% |
| 10Y | +356.3% | +404.0% | -47.7% | +59.4% |
| All | +305.7% | +1,200.5% | -894.9% | -37.2% |
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 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