+245.3%
NEM vs VYM
+65.1%
+180.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | -0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.1% |
| 30D | +7.8% | -2.2% | +10.1% | +10.5% |
| 3M | +30.2% | +3.1% | +27.1% | +26.1% |
| 6M | +9.6% | +9.7% | -0.1% | +0.1% |
| YTD | +27.8% | +14.9% | +12.9% | +12.2% |
| 1Y | +60.7% | +17.6% | +43.1% | +38.3% |
| 3Y | +245.3% | +65.3% | +180.0% | +102.1% |
| All | +245.3% | +65.1% | +180.2% | +102.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling