+153.4%
NEM vs VXUS
+54.5%
+98.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +3.9% | +1.6% | +2.3% | +2.3% |
| 30D | +12.7% | +1.0% | +11.7% | +11.8% |
| 3M | +28.7% | +5.7% | +23.0% | +22.6% |
| 6M | +9.8% | +13.6% | -3.8% | -1.3% |
| YTD | +28.1% | +17.4% | +10.7% | +12.8% |
| 1Y | +69.3% | +25.1% | +44.3% | +42.0% |
| 3Y | +247.7% | +75.8% | +171.8% | +126.1% |
| 5Y | +153.4% | +55.4% | +98.0% | +56.1% |
| All | +153.4% | +54.5% | +98.9% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 5y: compounded portfolio wealth divided by compounded VXUS 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…
5y analysis · Full analysis span regression · 6 months rolling