+72.7%
NEM vs VYM
+21.4%
+51.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.4% |
| 30D | +23.1% | -0.5% | +23.6% | +24.2% |
| 3M | +18.5% | +3.0% | +15.5% | +12.4% |
| 6M | +7.8% | +8.2% | -0.4% | -5.5% |
| YTD | +29.1% | +15.8% | +13.3% | +4.8% |
| 1Y | +72.7% | +20.8% | +51.8% | +31.8% |
| All | +72.7% | +21.4% | +51.2% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling