+302.3%
NEM vs VWO
+117.1%
+185.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -1.0% | -1.8% | +0.8% | +0.1% |
| 30D | +7.8% | -0.1% | +7.9% | +8.0% |
| 3M | +30.2% | +2.2% | +28.0% | +28.8% |
| 6M | +9.6% | +8.8% | +0.9% | +5.4% |
| YTD | +27.8% | +12.4% | +15.4% | +21.3% |
| 1Y | +60.7% | +15.6% | +45.1% | +50.6% |
| 3Y | +245.3% | +62.5% | +182.8% | +174.4% |
| 5Y | +155.3% | +34.3% | +121.1% | +116.8% |
| All | +302.3% | +117.1% | +185.2% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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