+65.9%
NEMG vs VT
+16.9%
+49.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +5.0% |
| 7D | +6.0% | -0.1% | +6.2% | +6.8% |
| 30D | +18.4% | -0.7% | +19.0% | +22.3% |
| 3M | +58.0% | +4.0% | +54.0% | +39.2% |
| 6M | +2.4% | +12.3% | -9.9% | -25.9% |
| YTD | +29.8% | +14.0% | +15.8% | -7.7% |
| All | +65.9% | +16.9% | +49.0% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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